-6.8%
AVGO vs HWM
+5.4%
-12.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.0% |
| 7D | -7.5% | +9.4% | -16.9% | -9.3% |
| 30D | -10.2% | -7.0% | -3.2% | -8.9% |
| 3M | -22.0% | -25.9% | +3.8% | -16.5% |
| 6M | -21.6% | -10.8% | -10.8% | -21.4% |
| YTD | -5.4% | +4.3% | -9.8% | -16.4% |
| 1Y | -6.8% | +4.4% | -11.2% | -13.8% |
| All | -6.8% | +5.4% | -12.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling