+2,770.9%
AVGO vs HL
+273.7%
+2,497.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +1.1% | -4.4% | +5.5% | +1.8% |
| 30D | -13.0% | +9.3% | -22.3% | -14.6% |
| 3M | -6.0% | +32.0% | -37.9% | -10.7% |
| 6M | +6.4% | -6.4% | +12.8% | +6.0% |
| YTD | +5.0% | +3.1% | +1.8% | +1.5% |
| 1Y | +1.4% | +77.6% | -76.2% | -10.7% |
| 3Y | +336.8% | +392.8% | -56.0% | +220.2% |
| 5Y | +698.2% | +234.1% | +464.1% | +495.5% |
| All | +2,770.9% | +273.7% | +2,497.3% | +1,724.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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