+2,660.6%
AVGO vs XHB
+237.3%
+2,423.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -5.2% |
| 7D | +18.2% | -0.2% | +18.4% | +18.2% |
| 30D | +0.2% | +9.9% | -9.7% | -6.4% |
| 3M | -16.8% | -6.3% | -10.5% | -14.1% |
| 6M | -16.5% | +3.8% | -20.3% | -20.0% |
| YTD | +0.8% | +0.1% | +0.7% | -2.4% |
| 1Y | +2.8% | -0.8% | +3.6% | -0.2% |
| 3Y | +278.5% | +35.6% | +242.9% | +183.0% |
| 5Y | +573.1% | +29.6% | +543.5% | +410.0% |
| All | +2,660.6% | +237.3% | +2,423.3% | +876.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling