+278.5%
AVGO vs HST
+87.2%
+191.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.7% |
| 7D | +18.2% | +3.6% | +14.6% | +16.3% |
| 30D | +0.2% | +11.2% | -11.0% | -4.1% |
| 3M | -16.8% | +13.1% | -29.9% | -21.1% |
| 6M | -16.5% | +23.9% | -40.4% | -25.3% |
| YTD | +0.8% | +52.3% | -51.5% | -19.5% |
| 1Y | +2.8% | +56.7% | -53.8% | -19.6% |
| 3Y | +278.5% | +87.5% | +191.0% | +120.1% |
| All | +278.5% | +87.2% | +191.4% | +120.1% |
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