+2,106.6%
AVGO vs HST
+138.5%
+1,968.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -9.9% | -2.7% | -7.2% | -8.8% |
| 30D | -22.0% | +10.7% | -32.7% | -24.9% |
| 3M | -30.0% | +6.3% | -36.3% | -31.7% |
| 6M | -30.7% | +19.0% | -49.7% | -35.7% |
| YTD | -14.7% | +47.0% | -61.7% | -27.4% |
| 1Y | -16.8% | +53.4% | -70.2% | -30.7% |
| 3Y | +244.4% | +78.0% | +166.4% | +167.6% |
| 5Y | +474.0% | +71.7% | +402.3% | +343.4% |
| All | +2,106.6% | +138.5% | +1,968.1% | +1,441.6% |
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