+22.8%
QCOM vs XHB
-7.7%
+30.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | +3.3% | -1.3% | +4.6% | +3.9% |
| 30D | +7.7% | -6.9% | +14.6% | +11.5% |
| 3M | -30.1% | -1.3% | -28.8% | -29.7% |
| 6M | +22.8% | -6.8% | +29.6% | +23.1% |
| All | +22.8% | -7.7% | +30.5% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling