+728.2%
AVGO vs HOOD
+114.1%
+614.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.8% | +9.4% | +6.4% |
| 7D | +25.0% | +3.8% | +21.2% | +23.9% |
| 30D | +2.0% | -26.4% | +28.4% | +8.7% |
| 3M | -12.3% | -14.3% | +2.0% | -10.3% |
| 6M | -12.8% | +3.9% | -16.7% | -15.2% |
| YTD | +5.9% | -28.1% | +33.9% | +9.5% |
| 1Y | +3.3% | -38.8% | +42.2% | +10.2% |
| 3Y | +293.1% | +888.5% | -595.4% | +155.7% |
| 5Y | +606.7% | +131.0% | +475.7% | +372.1% |
| All | +728.2% | +114.1% | +614.2% | +454.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 HOOD 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