+2,300.3%
AVGO vs HWM
+1,636.6%
+663.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.1% | +3.7% | +6.9% |
| 7D | -0.9% | +1.6% | -2.5% | -1.2% |
| 30D | -11.6% | -3.9% | -7.7% | -10.4% |
| 3M | -25.2% | -23.2% | -1.9% | -18.3% |
| 6M | -25.4% | -20.0% | -5.5% | -20.1% |
| YTD | -7.2% | +5.7% | -12.9% | -11.2% |
| 1Y | -7.9% | +4.9% | -12.8% | -11.7% |
| 3Y | +262.1% | +347.0% | -84.9% | +106.6% |
| 5Y | +525.7% | +563.0% | -37.3% | +210.9% |
| 10Y | +2,300.3% | +1,579.2% | +721.2% | +783.8% |
| All | +2,300.3% | +1,636.6% | +663.7% | +783.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling