+313.9%
QCOM vs USHY
+48.7%
+265.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.4% |
| 7D | +2.0% | -0.2% | +2.2% | +2.6% |
| 30D | +1.2% | +0.5% | +0.7% | +0.4% |
| 3M | +9.1% | -1.2% | +10.3% | +12.7% |
| 6M | -25.0% | -0.1% | -24.9% | -24.1% |
| YTD | +4.8% | +1.1% | +3.7% | +3.4% |
| 1Y | +3.6% | +2.0% | +1.6% | +0.2% |
| 3Y | +51.5% | +25.8% | +25.7% | -5.3% |
| 5Y | +19.7% | +20.4% | -0.6% | -14.8% |
| All | +313.9% | +48.7% | +265.1% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling