+7.9%
QCOM vs XHB
-9.3%
+17.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +3.3% | -1.3% | +4.6% | +3.9% |
| 30D | +7.7% | -6.9% | +14.6% | +11.1% |
| 3M | -30.1% | -1.3% | -28.8% | -29.8% |
| 6M | +22.8% | -6.8% | +29.6% | +25.1% |
| YTD | +0.2% | +0.7% | -0.5% | -1.6% |
| 1Y | +7.9% | -11.2% | +19.1% | +10.5% |
| All | +7.9% | -9.3% | +17.1% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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