+31,416.6%
AVGO vs HBM
+278.5%
+31,138.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -3.0% | -6.4% | +3.4% | -1.6% |
| 30D | -14.4% | +5.9% | -20.3% | -15.7% |
| 3M | -14.4% | -8.9% | -5.5% | -13.4% |
| 6M | +13.1% | +10.7% | +2.5% | +8.9% |
| YTD | +3.8% | +38.3% | -34.5% | -5.9% |
| 1Y | +17.8% | +121.3% | -103.6% | -3.8% |
| 3Y | +325.3% | +450.6% | -125.3% | +178.6% |
| 5Y | +689.9% | +338.0% | +351.9% | +414.3% |
| 10Y | +2,597.0% | +578.6% | +2,018.4% | +1,243.0% |
| All | +31,416.6% | +278.5% | +31,138.1% | +15,018.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling