+50,186.6%
QCOM vs THC
+661.1%
+49,525.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +3.3% | -0.7% | +4.0% | +3.4% |
| 30D | +7.7% | +1.3% | +6.4% | +7.5% |
| 3M | -30.1% | +64.2% | -94.3% | -35.0% |
| 6M | +22.8% | +8.3% | +14.6% | +20.3% |
| YTD | +0.2% | +33.4% | -33.2% | -4.9% |
| 1Y | +7.9% | +37.7% | -29.8% | +1.7% |
| 3Y | +55.8% | +236.8% | -181.0% | +28.1% |
| 5Y | +30.1% | +249.3% | -219.2% | +4.3% |
| 10Y | +248.9% | +995.2% | -746.4% | +116.9% |
| All | +50,186.6% | +661.1% | +49,525.6% | +28,127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling