+691.7%
AVGO vs HWM
+743.6%
-52.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -3.0% | -2.1% | -0.8% | -2.3% |
| 30D | -14.4% | -11.0% | -3.4% | -9.7% |
| 3M | -14.4% | +4.0% | -18.5% | -17.0% |
| 6M | +13.1% | -0.2% | +13.4% | +11.1% |
| YTD | +3.8% | +26.7% | -22.9% | -11.2% |
| 1Y | +17.8% | +44.7% | -26.9% | -6.6% |
| 3Y | +325.3% | +426.1% | -100.8% | +71.7% |
| All | +691.7% | +743.6% | -52.0% | +151.1% |
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