+339.7%
AVGO vs HL
+418.2%
-78.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -13.7% | +18.8% | -32.6% | -16.8% |
| 3M | -6.9% | +43.7% | -50.7% | -13.8% |
| 6M | +5.8% | -1.0% | +6.8% | +4.0% |
| YTD | +5.7% | +8.7% | -3.0% | -0.2% |
| 1Y | +9.0% | +105.0% | -96.0% | -10.4% |
| All | +339.7% | +418.2% | -78.5% | +213.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling