+1,644.6%
ASML vs HAS
+56.4%
+1,588.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | +1.1% | -1.8% | +2.9% | +1.8% |
| 30D | +2.2% | +2.3% | -0.1% | +1.3% |
| 3M | -2.3% | +10.4% | -12.7% | -6.4% |
| 6M | +23.0% | -3.2% | +26.2% | +23.1% |
| YTD | +61.1% | +15.4% | +45.7% | +49.7% |
| 1Y | +129.1% | +18.8% | +110.3% | +110.1% |
| 3Y | +165.4% | +43.9% | +121.4% | +119.0% |
| 5Y | +109.5% | +13.9% | +95.6% | +87.5% |
| All | +1,644.6% | +56.4% | +1,588.2% | +1,296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling