+2,660.6%
AVGO vs HBM
+281.1%
+2,379.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.5% |
| 7D | +18.2% | +2.2% | +15.9% | +17.5% |
| 30D | +0.2% | -11.8% | +12.0% | +3.3% |
| 3M | -16.8% | -19.2% | +2.4% | -12.8% |
| 6M | -16.5% | -22.9% | +6.4% | -12.2% |
| YTD | +0.8% | +7.8% | -7.0% | -3.7% |
| 1Y | +2.8% | +34.9% | -32.1% | -6.8% |
| 3Y | +278.5% | +422.2% | -143.7% | +148.3% |
| 5Y | +573.1% | +192.8% | +380.2% | +371.9% |
| All | +2,660.6% | +281.1% | +2,379.5% | +1,402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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