-10.2%
AVGO vs HWM
+3.8%
-14.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.1% | +3.7% | +7.3% |
| 7D | -0.9% | +1.6% | -2.5% | -1.2% |
| 30D | -11.6% | -3.9% | -7.7% | -11.0% |
| 3M | -25.2% | -23.2% | -1.9% | -20.7% |
| 6M | -25.4% | -20.0% | -5.5% | -22.0% |
| YTD | -7.2% | +5.7% | -12.9% | -17.9% |
| All | -10.2% | +3.8% | -14.0% | -15.6% |
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