+499.3%
QCOM vs XHB
+182.7%
+316.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +1.9% |
| 7D | +5.8% | +1.3% | +4.5% | +5.2% |
| 30D | -2.3% | +11.8% | -14.1% | -7.7% |
| 3M | +2.7% | -3.8% | +6.5% | +4.6% |
| 6M | -21.0% | +4.1% | -25.1% | -22.9% |
| YTD | +1.8% | +4.0% | -2.1% | -1.2% |
| 1Y | +2.4% | +1.6% | +0.9% | +0.4% |
| 3Y | +52.1% | +43.2% | +9.0% | +24.9% |
| 5Y | +14.6% | +35.8% | -21.2% | -3.3% |
| 10Y | +230.9% | +259.3% | -28.4% | +79.9% |
| All | +499.3% | +182.7% | +316.6% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling