+2,166.9%
AVGO vs HWM
+1,166.3%
+1,000.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.2% |
| 7D | -9.9% | +3.4% | -13.3% | -11.0% |
| 30D | -22.0% | -7.5% | -14.5% | -19.9% |
| 3M | -30.0% | -28.9% | -1.2% | -21.5% |
| 6M | -30.7% | -19.6% | -11.1% | -26.1% |
| YTD | -14.7% | +0.6% | -15.3% | -17.0% |
| 1Y | -16.8% | +0.3% | -17.1% | -18.9% |
| 3Y | +244.4% | +326.1% | -81.7% | +100.7% |
| 5Y | +474.0% | +525.2% | -51.2% | +192.6% |
| 10Y | +2,122.6% | +1,492.9% | +629.7% | +788.5% |
| All | +2,166.9% | +1,166.3% | +1,000.7% | +793.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling