-1.2%
AVGO vs HST
+54.6%
-55.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | +6.1% | -1.3% | +7.3% | +6.2% |
| 30D | -2.7% | +13.4% | -16.0% | -3.3% |
| 3M | -16.9% | +16.7% | -33.6% | -17.5% |
| 6M | -19.1% | +24.0% | -43.2% | -21.6% |
| YTD | +0.3% | +54.0% | -53.7% | -2.8% |
| 1Y | -1.2% | +55.0% | -56.2% | -4.6% |
| All | -1.2% | +54.6% | -55.8% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling