-6.8%
AVGO vs XHB
+5.8%
-12.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.4% | -3.1% |
| 7D | -7.5% | +9.7% | -17.2% | -9.5% |
| 30D | -10.2% | +11.7% | -21.9% | -12.6% |
| 3M | -22.0% | -1.4% | -20.7% | -21.4% |
| 6M | -21.6% | +6.8% | -28.4% | -23.1% |
| YTD | -5.4% | +5.5% | -10.9% | -8.8% |
| 1Y | -6.8% | +5.1% | -12.0% | -9.2% |
| All | -6.8% | +5.8% | -12.6% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling