+47.5%
ASML vs DHI
+2.4%
+45.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +4.9% | -4.1% | +9.0% | +5.7% |
| 30D | -9.3% | +9.3% | -18.5% | -12.0% |
| 3M | -19.0% | -2.6% | -16.4% | -18.7% |
| 6M | -5.2% | +4.1% | -9.3% | -7.9% |
| YTD | +40.6% | +2.3% | +38.3% | +35.4% |
| 1Y | +47.5% | +2.7% | +44.8% | +42.5% |
| All | +47.5% | +2.4% | +45.1% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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