+7.2%
QCOM vs THC
+287.8%
-280.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.0% | -7.5% | -9.1% |
| 7D | -15.5% | +5.9% | -21.3% | -16.5% |
| 30D | -13.4% | +10.8% | -24.2% | -15.3% |
| 3M | 0.0% | +9.4% | -9.4% | -2.0% |
| 6M | -15.2% | +53.3% | -68.5% | -24.0% |
| YTD | -6.9% | +44.2% | -51.1% | -16.1% |
| 1Y | -11.0% | +37.3% | -48.3% | -18.9% |
| 3Y | +39.8% | +421.6% | -381.8% | -17.2% |
| 5Y | +7.2% | +279.8% | -272.6% | -31.9% |
| All | +7.2% | +287.8% | -280.6% | -31.9% |
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