+67.7%
ASML vs HAL
+40.9%
+26.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.3% | -6.1% | -8.5% |
| 7D | -19.0% | -11.1% | -8.0% | -16.5% |
| 30D | -25.9% | -2.4% | -23.5% | -25.4% |
| 3M | -19.1% | +0.8% | -19.8% | -19.4% |
| 6M | -5.7% | -22.8% | +17.1% | +0.3% |
| YTD | +27.6% | +14.5% | +13.1% | +21.0% |
| 1Y | +30.8% | +20.2% | +10.6% | +22.2% |
| 3Y | +116.2% | -15.2% | +131.4% | +114.9% |
| 5Y | +67.7% | +42.5% | +25.1% | +42.6% |
| All | +67.7% | +40.9% | +26.7% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling