+32,355.3%
AVGO vs HL
+532.7%
+31,822.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.0% | +3.1% |
| 7D | -0.3% | +7.1% | -7.4% | -1.3% |
| 30D | -13.8% | +21.4% | -35.3% | -16.5% |
| 3M | -6.9% | +37.4% | -44.4% | -11.5% |
| 6M | +11.9% | +0.4% | +11.5% | +10.6% |
| YTD | +6.9% | +6.7% | +0.2% | +3.4% |
| 1Y | +7.4% | +102.4% | -95.0% | -5.4% |
| 3Y | +345.6% | +417.4% | -71.8% | +236.8% |
| 5Y | +718.9% | +243.3% | +475.6% | +531.3% |
| 10Y | +2,755.4% | +242.6% | +2,512.8% | +1,852.1% |
| All | +32,355.3% | +532.7% | +31,822.7% | +17,796.1% |
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