-3.4%
ASML vs DHI
+1.8%
-5.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.3% |
| 7D | -2.9% | +3.1% | -5.9% | -3.1% |
| 30D | -15.2% | +11.0% | -26.2% | -16.6% |
| 3M | -12.9% | +2.1% | -15.0% | -12.6% |
| All | -3.4% | +1.8% | -5.2% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling