+2,062.4%
AVGO vs HAS
+101.4%
+1,961.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -9.9% | -0.2% | -9.8% | -9.9% |
| 30D | -22.0% | +31.0% | -53.0% | -29.1% |
| 3M | -30.0% | +30.7% | -60.7% | -36.5% |
| 6M | -30.7% | +23.9% | -54.6% | -36.4% |
| YTD | -14.7% | +48.3% | -63.0% | -27.2% |
| 1Y | -16.8% | +60.2% | -77.0% | -31.0% |
| 3Y | +244.4% | +189.2% | +55.2% | +123.1% |
| 5Y | +474.0% | +50.4% | +423.6% | +367.1% |
| All | +2,062.4% | +101.4% | +1,961.1% | +1,403.4% |
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