+48.9%
QCOM vs USHY
+25.1%
+23.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +2.7% |
| 7D | +5.5% | +0.3% | +5.2% | +4.4% |
| 30D | -1.1% | -0.1% | -1.0% | -0.1% |
| 3M | +7.6% | -1.9% | +9.4% | +16.7% |
| 6M | -20.1% | -1.0% | -19.1% | -15.7% |
| YTD | +3.0% | +0.4% | +2.6% | +3.5% |
| 1Y | +3.2% | +1.4% | +1.8% | -0.2% |
| 3Y | +48.9% | +24.9% | +23.9% | -11.9% |
| All | +48.9% | +25.1% | +23.7% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling