+16,789.2%
AVGO vs HCA
+1,635.7%
+15,153.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | -0.3% | -2.8% | +2.5% | +0.6% |
| 30D | -13.8% | -2.7% | -11.1% | -13.1% |
| 3M | -6.9% | +11.5% | -18.4% | -11.2% |
| 6M | +11.9% | -24.3% | +36.2% | +21.6% |
| YTD | +6.9% | -13.6% | +20.5% | +10.4% |
| 1Y | +7.4% | -3.2% | +10.6% | +5.9% |
| 3Y | +345.6% | +50.4% | +295.2% | +262.8% |
| 5Y | +718.9% | +64.8% | +654.1% | +526.7% |
| 10Y | +2,755.4% | +456.5% | +2,298.8% | +1,214.0% |
| All | +16,789.2% | +1,635.7% | +15,153.6% | +5,178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling