+2,739.7%
AVGO vs HWM
+1,323.5%
+1,416.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -10.7% | +13.7% | +6.9% |
| 7D | -0.3% | -9.2% | +8.9% | +2.8% |
| 30D | -13.8% | -17.9% | +4.0% | -8.1% |
| 3M | -6.9% | -6.0% | -0.9% | -5.7% |
| 6M | +11.9% | -7.4% | +19.3% | +13.3% |
| YTD | +6.9% | +13.1% | -6.2% | -0.1% |
| 1Y | +7.4% | +29.3% | -21.9% | -4.5% |
| 3Y | +345.6% | +389.9% | -44.3% | +147.2% |
| 5Y | +718.9% | +655.5% | +63.4% | +291.5% |
| All | +2,739.7% | +1,323.5% | +1,416.2% | +975.7% |
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