+2,755.4%
AVGO vs HAS
+53.3%
+2,702.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.8% |
| 7D | -0.3% | -3.1% | +2.8% | +0.7% |
| 30D | -13.8% | -2.7% | -11.1% | -13.2% |
| 3M | -6.9% | +8.9% | -15.8% | -10.1% |
| 6M | +11.9% | -2.9% | +14.9% | +11.8% |
| YTD | +6.9% | +12.6% | -5.8% | +0.6% |
| 1Y | +7.4% | +17.5% | -10.1% | -0.5% |
| 3Y | +345.6% | +46.2% | +299.4% | +269.6% |
| 5Y | +718.9% | +12.6% | +706.3% | +638.4% |
| 10Y | +2,755.4% | +55.7% | +2,699.7% | +2,140.6% |
| All | +2,755.4% | +53.3% | +2,702.1% | +2,140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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