+97,349.7%
ASML vs DHI
+13,106.9%
+84,242.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.6% |
| 7D | +1.1% | -3.1% | +4.3% | +2.1% |
| 30D | +2.2% | -5.5% | +7.6% | +3.9% |
| 3M | -2.3% | -2.2% | -0.1% | -2.1% |
| 6M | +23.0% | -6.0% | +28.9% | +24.9% |
| YTD | +61.1% | 0.0% | +61.1% | +59.6% |
| 1Y | +129.1% | -18.2% | +147.3% | +141.1% |
| 3Y | +165.4% | +22.5% | +142.8% | +135.7% |
| 5Y | +109.5% | +58.4% | +51.1% | +69.0% |
| 10Y | +1,645.7% | +405.2% | +1,240.5% | +816.5% |
| All | +97,349.7% | +13,106.9% | +84,242.9% | +14,720.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling