+36.2%
QCOM vs USHY
+21.9%
+14.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +5.1% | 0.0% | +5.0% | +5.0% |
| 30D | +4.3% | 0.0% | +4.3% | +4.4% |
| 3M | -19.6% | +1.2% | -20.8% | -21.8% |
| 6M | +29.5% | +2.6% | +26.9% | +21.7% |
| YTD | +3.4% | +2.4% | +0.9% | -2.3% |
| 1Y | +10.9% | +4.2% | +6.7% | +0.4% |
| 3Y | +74.8% | +28.0% | +46.7% | -1.9% |
| 5Y | +36.2% | +21.8% | +14.4% | +13.0% |
| All | +36.2% | +21.9% | +14.3% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling