+244.4%
AVGO vs HAS
+181.4%
+63.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -26.8% |
| 3M | -30.0% | +30.7% | -60.7% | -34.5% |
| 6M | -30.7% | +23.9% | -54.6% | -34.4% |
| YTD | -14.7% | +48.3% | -63.0% | -24.1% |
| 1Y | -16.8% | +60.2% | -77.0% | -27.6% |
| 3Y | +244.4% | +189.2% | +55.2% | +154.9% |
| All | +244.4% | +181.4% | +63.0% | +154.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling