+1,771.3%
AVGO vs HUT
+435.6%
+1,335.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.8% |
| 7D | -0.8% | +18.9% | -19.7% | -2.6% |
| 30D | -13.7% | +12.0% | -25.7% | -15.1% |
| 3M | -6.9% | -14.9% | +7.9% | -6.4% |
| 6M | +5.8% | +96.8% | -91.0% | -3.1% |
| YTD | +5.7% | +108.8% | -103.1% | -4.7% |
| 1Y | +9.0% | +227.4% | -218.3% | -6.9% |
| 3Y | +340.5% | +760.3% | -419.8% | +224.2% |
| 5Y | +711.1% | +86.1% | +625.0% | +516.7% |
| All | +1,771.3% | +435.6% | +1,335.8% | +922.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HUT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling