+2,755.4%
AVGO vs HST
+97.7%
+2,657.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | -0.3% | +2.0% | -2.3% | -1.1% |
| 30D | -13.8% | -5.2% | -8.6% | -12.1% |
| 3M | -6.9% | -6.2% | -0.7% | -5.0% |
| 6M | +11.9% | +20.4% | -8.5% | +3.2% |
| YTD | +6.9% | +30.6% | -23.7% | -4.9% |
| 1Y | +7.4% | +37.4% | -29.9% | -6.8% |
| 3Y | +345.6% | +66.1% | +279.5% | +255.1% |
| 5Y | +718.9% | +73.7% | +645.2% | +531.9% |
| 10Y | +2,755.4% | +99.8% | +2,655.6% | +1,917.0% |
| All | +2,755.4% | +97.7% | +2,657.7% | +1,917.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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