+164.9%
ASML vs HAL
-0.7%
+165.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +1.1% | +2.9% | -1.8% | +0.3% |
| 30D | +2.2% | +17.0% | -14.9% | -2.1% |
| 3M | -2.3% | -9.7% | +7.4% | +0.1% |
| 6M | +23.0% | +8.6% | +14.3% | +18.7% |
| YTD | +61.1% | +33.0% | +28.1% | +46.0% |
| 1Y | +129.1% | +68.3% | +60.8% | +92.2% |
| All | +164.9% | -0.7% | +165.6% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 3y: compounded portfolio wealth divided by compounded HAL 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…
3y analysis · Full analysis span regression · 6 months rolling