+737.1%
AVGO vs HTZ
-89.5%
+826.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -3.0% | +7.5% | -10.4% | -3.4% |
| 30D | -14.4% | +47.4% | -61.9% | -16.9% |
| 3M | -14.4% | -54.9% | +40.5% | -11.7% |
| 6M | +13.1% | -47.0% | +60.1% | +15.0% |
| YTD | +3.8% | -55.3% | +59.0% | +6.4% |
| 1Y | +17.8% | -57.6% | +75.4% | +20.3% |
| 3Y | +325.3% | -86.6% | +411.9% | +387.4% |
| 5Y | +689.9% | -86.1% | +776.0% | +799.0% |
| All | +737.1% | -89.5% | +826.6% | +874.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling