+13.5%
QCOM vs USHY
+4.0%
+9.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +2.3% |
| 7D | +4.4% | -0.1% | +4.5% | +5.1% |
| 30D | +9.4% | 0.0% | +9.4% | +9.7% |
| 3M | -13.7% | +0.8% | -14.5% | -16.8% |
| 6M | +28.9% | +1.9% | +27.0% | +22.0% |
| YTD | +4.7% | +2.3% | +2.5% | -2.6% |
| 1Y | +13.5% | +4.1% | +9.4% | -4.5% |
| All | +13.5% | +4.0% | +9.5% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling