+474.0%
AVGO vs HWM
+522.4%
-48.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.5% |
| 7D | -9.9% | +3.4% | -13.3% | -11.4% |
| 30D | -22.0% | -7.5% | -14.5% | -19.2% |
| 3M | -30.0% | -28.9% | -1.2% | -18.2% |
| 6M | -30.7% | -19.6% | -11.1% | -24.7% |
| YTD | -14.7% | +0.6% | -15.3% | -19.3% |
| 1Y | -16.8% | +0.3% | -17.1% | -21.2% |
| 3Y | +244.4% | +326.1% | -81.7% | +47.2% |
| All | +474.0% | +522.4% | -48.4% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling