+31,416.6%
AVGO vs HL
+539.5%
+30,877.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -3.0% | +1.5% | -4.4% | -3.2% |
| 30D | -14.4% | +25.1% | -39.5% | -17.4% |
| 3M | -14.4% | +22.9% | -37.3% | -17.4% |
| 6M | +13.1% | -4.9% | +18.0% | +12.5% |
| YTD | +3.8% | +7.8% | -4.0% | +0.3% |
| 1Y | +17.8% | +133.9% | -116.1% | +1.7% |
| 3Y | +325.3% | +380.9% | -55.6% | +224.4% |
| 5Y | +689.9% | +230.2% | +459.7% | +511.7% |
| 10Y | +2,597.0% | +265.6% | +2,331.4% | +1,730.0% |
| All | +31,416.6% | +539.5% | +30,877.2% | +17,254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling