+695.6%
AVGO vs HL
+232.7%
+463.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.3% |
| 7D | +1.0% | -5.6% | +6.6% | +2.0% |
| 30D | -13.3% | +12.7% | -26.0% | -15.5% |
| 3M | -2.9% | +42.5% | -45.4% | -9.7% |
| 6M | +5.7% | -9.0% | +14.7% | +5.6% |
| YTD | +4.6% | +4.4% | +0.3% | +0.1% |
| 1Y | -1.6% | +82.7% | -84.3% | -16.1% |
| 3Y | +336.2% | +406.3% | -70.1% | +201.8% |
| 5Y | +695.6% | +238.2% | +457.5% | +456.5% |
| All | +695.6% | +232.7% | +463.0% | +456.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling