+140.3%
ASML vs HAS
+187.7%
-47.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -4.5% |
| 7D | -10.0% | +2.4% | -12.5% | -10.7% |
| 30D | -19.4% | +31.6% | -51.1% | -26.1% |
| 3M | -12.5% | +33.9% | -46.3% | -20.3% |
| 6M | +8.2% | +31.4% | -23.2% | -1.7% |
| YTD | +40.7% | +51.6% | -10.9% | +20.2% |
| 1Y | +46.1% | +65.2% | -19.0% | +20.8% |
| All | +140.3% | +187.7% | -47.4% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling