+263.7%
QCOM vs XHB
+204.2%
+59.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +4.8% |
| 7D | +5.1% | +0.2% | +4.9% | +4.8% |
| 30D | +4.3% | -9.1% | +13.3% | +10.9% |
| 3M | -19.6% | -2.3% | -17.3% | -18.9% |
| 6M | +29.5% | -4.1% | +33.6% | +31.6% |
| YTD | +3.4% | -1.7% | +5.1% | +2.6% |
| 1Y | +10.9% | -15.1% | +26.0% | +21.4% |
| 3Y | +74.8% | +26.8% | +47.9% | +40.9% |
| 5Y | +36.2% | +37.3% | -1.2% | +3.1% |
| 10Y | +263.7% | +205.7% | +58.1% | +74.4% |
| All | +263.7% | +204.2% | +59.5% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling