+2,798.6%
AVGO vs HSY
+127.3%
+2,671.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.9% |
| 7D | +25.0% | -2.3% | +27.3% | +25.4% |
| 30D | +2.0% | +6.3% | -4.3% | +0.4% |
| 3M | -12.3% | -5.2% | -7.1% | -11.7% |
| 6M | -12.8% | -8.3% | -4.5% | -12.1% |
| YTD | +5.9% | -2.7% | +8.5% | +4.2% |
| 1Y | +3.3% | +0.1% | +3.2% | +0.7% |
| 3Y | +293.1% | -1.0% | +294.1% | +267.9% |
| 5Y | +606.7% | +10.6% | +596.1% | +498.4% |
| All | +2,798.6% | +127.3% | +2,671.3% | +1,570.8% |
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