+278.5%
AVGO vs HUT
+445.7%
-167.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.1% | +2.3% | -3.6% |
| 7D | +18.2% | +9.3% | +8.8% | +16.5% |
| 30D | +0.2% | -23.1% | +23.3% | +3.7% |
| 3M | -16.8% | -30.6% | +13.8% | -13.2% |
| 6M | -16.5% | -46.9% | +30.4% | -10.2% |
| YTD | +0.8% | +25.3% | -24.5% | -8.1% |
| 1Y | +2.8% | +59.8% | -57.0% | -10.3% |
| 3Y | +278.5% | +467.2% | -188.6% | +184.7% |
| All | +278.5% | +445.7% | -167.1% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling