+2,761.7%
AVGO vs HIG
+315.0%
+2,446.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +1.0% | -2.3% | +3.3% | +1.9% |
| 30D | -13.3% | -1.2% | -12.1% | -13.0% |
| 3M | -2.9% | +6.3% | -9.2% | -5.8% |
| 6M | +5.7% | +0.6% | +5.1% | +4.2% |
| YTD | +4.6% | +0.6% | +4.0% | +2.9% |
| 1Y | -1.6% | +6.1% | -7.8% | -6.0% |
| 3Y | +336.2% | +102.0% | +234.3% | +206.3% |
| 5Y | +695.6% | +119.2% | +576.4% | +432.4% |
| All | +2,761.7% | +315.0% | +2,446.8% | +1,345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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