+313.5%
QCOM vs USHY
+50.4%
+263.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.8% |
| 7D | +4.4% | -0.1% | +4.5% | +4.7% |
| 30D | +9.4% | 0.0% | +9.4% | +9.5% |
| 3M | -13.7% | +0.8% | -14.5% | -15.1% |
| 6M | +28.9% | +1.9% | +27.0% | +24.2% |
| YTD | +4.7% | +2.3% | +2.5% | +0.3% |
| 1Y | +13.5% | +4.1% | +9.4% | +4.4% |
| 3Y | +77.1% | +27.8% | +49.3% | +6.5% |
| 5Y | +38.9% | +21.5% | +17.4% | -3.6% |
| All | +313.5% | +50.4% | +263.1% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling