+332.9%
AVGO vs HST
+67.0%
+265.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.0% | -1.0% | -1.9% | -2.5% |
| 30D | -14.4% | -12.3% | -2.2% | -9.5% |
| 3M | -14.4% | -6.4% | -8.1% | -12.5% |
| 6M | +13.1% | +15.0% | -1.9% | +3.9% |
| YTD | +3.8% | +30.5% | -26.7% | -11.0% |
| 1Y | +17.8% | +35.7% | -17.9% | -1.8% |
| All | +332.9% | +67.0% | +265.9% | +206.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling