+25,809.4%
AVGO vs THC
+1,594.6%
+24,214.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -9.9% | +3.7% | -13.6% | -10.6% |
| 30D | -22.0% | +9.0% | -31.0% | -23.4% |
| 3M | -30.0% | +10.4% | -40.4% | -31.5% |
| 6M | -30.7% | +45.7% | -76.4% | -36.3% |
| YTD | -14.7% | +42.6% | -57.3% | -21.7% |
| 1Y | -16.8% | +38.8% | -55.6% | -23.3% |
| 3Y | +244.4% | +418.8% | -174.4% | +142.0% |
| 5Y | +474.0% | +275.7% | +198.4% | +314.1% |
| 10Y | +2,122.6% | +1,496.2% | +626.3% | +955.6% |
| All | +25,809.4% | +1,594.6% | +24,214.8% | +12,004.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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