+2,660.6%
AVGO vs HSY
+128.6%
+2,532.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -4.9% |
| 7D | +18.2% | -2.1% | +20.3% | +18.5% |
| 30D | +0.2% | +6.1% | -5.9% | -1.3% |
| 3M | -16.8% | -5.6% | -11.2% | -16.2% |
| 6M | -16.5% | -9.5% | -6.9% | -15.4% |
| YTD | +0.8% | -2.1% | +2.9% | -0.9% |
| 1Y | +2.8% | +0.8% | +2.0% | +0.1% |
| 3Y | +278.5% | -2.1% | +280.7% | +257.1% |
| 5Y | +573.1% | +11.2% | +561.8% | +469.3% |
| All | +2,660.6% | +128.6% | +2,532.0% | +1,489.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling