+2,660.6%
AVGO vs HWM
+1,487.1%
+1,173.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.7% | -4.4% |
| 7D | +18.2% | +7.3% | +10.9% | +15.2% |
| 30D | +0.2% | +1.6% | -1.4% | -0.5% |
| 3M | -16.8% | -21.9% | +5.1% | -9.7% |
| 6M | -16.5% | -19.0% | +2.6% | -10.7% |
| YTD | +0.8% | +7.9% | -7.1% | -4.3% |
| 1Y | +2.8% | +9.9% | -7.1% | -3.1% |
| 3Y | +278.5% | +342.1% | -63.6% | +115.9% |
| 5Y | +573.1% | +600.8% | -27.7% | +226.9% |
| All | +2,660.6% | +1,487.1% | +1,173.5% | +847.5% |
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