+21.1%
QCOM vs THC
+266.8%
-245.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +5.5% | +8.8% | -3.3% | +3.7% |
| 30D | -1.1% | +10.0% | -11.2% | -3.1% |
| 3M | +7.6% | +11.7% | -4.1% | +4.9% |
| 6M | -20.1% | +52.5% | -72.5% | -28.2% |
| YTD | +3.0% | +46.1% | -43.0% | -7.4% |
| 1Y | +3.2% | +49.1% | -45.9% | -8.0% |
| 3Y | +48.9% | +439.6% | -390.8% | -12.8% |
| 5Y | +21.1% | +263.2% | -242.1% | -21.8% |
| All | +21.1% | +266.8% | -245.8% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling