+588.2%
AVGO vs HTZ
-92.5%
+680.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.4% | +9.1% | +1.3% |
| 7D | -9.9% | -14.6% | +4.7% | -9.0% |
| 30D | -22.0% | -20.8% | -1.2% | -20.9% |
| 3M | -30.0% | -18.8% | -11.2% | -29.5% |
| 6M | -30.7% | -74.7% | +44.0% | -26.1% |
| YTD | -14.7% | -68.1% | +53.4% | -10.8% |
| 1Y | -16.8% | -73.5% | +56.7% | -12.2% |
| 3Y | +244.4% | -81.8% | +326.2% | +262.7% |
| 5Y | +474.0% | -95.2% | +569.3% | +586.2% |
| All | +588.2% | -92.5% | +680.7% | +716.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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