+2,770.9%
AVGO vs HCA
+511.6%
+2,259.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.1% |
| 7D | +1.1% | +5.4% | -4.3% | -0.7% |
| 30D | -13.0% | +3.0% | -16.0% | -14.0% |
| 3M | -6.0% | +13.0% | -19.0% | -10.8% |
| 6M | +6.4% | -20.3% | +26.6% | +13.8% |
| YTD | +5.0% | -8.2% | +13.2% | +6.3% |
| 1Y | +1.4% | +6.7% | -5.3% | -3.3% |
| 3Y | +336.8% | +60.4% | +276.4% | +242.2% |
| 5Y | +698.2% | +73.4% | +624.8% | +485.8% |
| All | +2,770.9% | +511.6% | +2,259.4% | +1,187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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