+695.6%
AVGO vs USHY
+20.9%
+674.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | +0.2% |
| 7D | +1.0% | -0.7% | +1.8% | +2.9% |
| 30D | -13.3% | -0.5% | -12.7% | -12.1% |
| 3M | -2.9% | +0.5% | -3.4% | -4.0% |
| 6M | +5.7% | +1.5% | +4.2% | +2.5% |
| YTD | +4.6% | +1.7% | +2.9% | +1.0% |
| 1Y | -1.6% | +3.5% | -5.2% | -8.7% |
| 3Y | +336.2% | +27.2% | +309.1% | +169.0% |
| 5Y | +695.6% | +21.0% | +674.7% | +552.1% |
| All | +695.6% | +20.9% | +674.7% | +552.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling