+295.5%
QCOM vs USHY
+50.7%
+244.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | +3.3% | -0.1% | +3.5% | +3.7% |
| 30D | +7.7% | +0.1% | +7.6% | +7.5% |
| 3M | -30.1% | +0.8% | -30.9% | -31.1% |
| 6M | +22.8% | +1.7% | +21.1% | +18.9% |
| YTD | +0.2% | +2.5% | -2.3% | -4.6% |
| 1Y | +7.9% | +4.4% | +3.5% | -1.3% |
| 3Y | +55.8% | +27.4% | +28.5% | -5.7% |
| 5Y | +30.1% | +21.7% | +8.3% | -10.1% |
| All | +295.5% | +50.7% | +244.8% | +109.1% |
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