+2,761.7%
AVGO vs HSY
+130.0%
+2,631.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | -13.3% | -3.4% | -9.8% | -12.8% |
| 3M | -2.9% | -0.5% | -2.4% | -3.3% |
| 6M | +5.7% | -19.1% | +24.9% | +10.3% |
| YTD | +4.6% | -2.1% | +6.7% | +3.2% |
| 1Y | -1.6% | -3.2% | +1.6% | -3.0% |
| 3Y | +336.2% | -8.8% | +345.0% | +328.0% |
| 5Y | +695.6% | +13.0% | +682.7% | +572.0% |
| All | +2,761.7% | +130.0% | +2,631.8% | +1,799.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HSY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling