+2,770.9%
AVGO vs HLT
+590.2%
+2,180.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.1% | -1.6% | +2.7% | +1.9% |
| 30D | -13.0% | -5.0% | -8.0% | -11.0% |
| 3M | -6.0% | -10.4% | +4.4% | -1.1% |
| 6M | +6.4% | +3.2% | +3.1% | +3.3% |
| YTD | +5.0% | +6.7% | -1.8% | 0.0% |
| 1Y | +1.4% | +10.3% | -8.9% | -5.8% |
| 3Y | +336.8% | +99.3% | +237.5% | +198.3% |
| 5Y | +698.2% | +143.7% | +554.5% | +382.4% |
| All | +2,770.9% | +590.2% | +2,180.7% | +997.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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