+336.8%
AVGO vs HYG
+25.7%
+311.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +1.1% | -0.7% | +1.9% | +3.8% |
| 30D | -13.0% | -0.7% | -12.3% | -10.7% |
| 3M | -6.0% | -0.2% | -5.8% | -5.2% |
| 6M | +6.4% | +1.4% | +4.9% | +1.7% |
| YTD | +5.0% | +1.5% | +3.5% | +0.5% |
| 1Y | +1.4% | +2.9% | -1.5% | -7.3% |
| 3Y | +336.8% | +25.6% | +311.2% | +161.6% |
| All | +336.8% | +25.7% | +311.1% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 3y: compounded portfolio wealth divided by compounded HYG 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…
3y analysis · Full analysis span regression · 6 months rolling