+1,792.8%
AVGO vs HUT
+455.5%
+1,337.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.4% | -3.4% | +2.3% |
| 7D | -0.3% | +28.3% | -28.6% | -2.9% |
| 30D | -13.8% | +12.3% | -26.1% | -15.2% |
| 3M | -6.9% | -16.8% | +9.9% | -6.2% |
| 6M | +11.9% | +111.4% | -99.4% | +1.8% |
| YTD | +6.9% | +116.6% | -109.7% | -3.9% |
| 1Y | +7.4% | +290.5% | -283.1% | -10.0% |
| 3Y | +345.6% | +792.3% | -446.7% | +226.7% |
| 5Y | +718.9% | +94.1% | +624.8% | +520.2% |
| All | +1,792.8% | +455.5% | +1,337.3% | +930.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling