+1,795.9%
AVGO vs USHY
+49.7%
+1,746.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.1% | -0.7% | +1.8% | +2.8% |
| 30D | -13.0% | -0.7% | -12.3% | -11.7% |
| 3M | -6.0% | +0.1% | -6.0% | -6.0% |
| 6M | +6.4% | +1.8% | +4.6% | +2.7% |
| YTD | +5.0% | +1.8% | +3.2% | +1.5% |
| 1Y | +1.4% | +3.3% | -1.9% | -4.9% |
| 3Y | +336.8% | +27.0% | +309.8% | +169.6% |
| 5Y | +698.2% | +21.0% | +677.2% | +461.8% |
| All | +1,795.9% | +49.7% | +1,746.2% | +880.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling