+86.4%
ASML vs DHI
+72.5%
+13.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.4% |
| 7D | -0.8% | +1.8% | -2.6% | -1.9% |
| 30D | -14.9% | +15.4% | -30.3% | -20.2% |
| 3M | -13.0% | +3.0% | -16.0% | -15.0% |
| 6M | -4.7% | +5.7% | -10.4% | -8.4% |
| YTD | +42.3% | +9.0% | +33.3% | +34.2% |
| 1Y | +49.7% | +8.8% | +40.9% | +40.7% |
| 3Y | +144.3% | +33.0% | +111.3% | +91.0% |
| 5Y | +86.4% | +68.1% | +18.3% | +20.8% |
| All | +86.4% | +72.5% | +13.8% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling