+2,770.9%
AVGO vs HPQ
+259.7%
+2,511.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | -3.4% |
| 7D | +1.1% | +9.8% | -8.6% | -3.4% |
| 30D | -13.0% | +22.4% | -35.3% | -21.2% |
| 3M | -6.0% | +45.2% | -51.1% | -22.1% |
| 6M | +6.4% | +96.4% | -90.1% | -25.6% |
| YTD | +5.0% | +65.4% | -60.4% | -20.6% |
| 1Y | +1.4% | +31.6% | -30.2% | -14.7% |
| 3Y | +336.8% | +37.0% | +299.8% | +247.2% |
| 5Y | +698.2% | +53.0% | +645.2% | +483.3% |
| All | +2,770.9% | +259.7% | +2,511.2% | +1,356.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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