+97,349.8%
ASML vs HAS
+1,350.3%
+95,999.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | +1.1% | -1.8% | +2.9% | +1.9% |
| 30D | +2.2% | +2.3% | -0.1% | +1.2% |
| 3M | -2.3% | +10.4% | -12.7% | -6.7% |
| 6M | +23.0% | -3.2% | +26.2% | +23.1% |
| YTD | +61.1% | +15.4% | +45.7% | +49.3% |
| 1Y | +129.1% | +18.8% | +110.3% | +109.3% |
| 3Y | +165.4% | +43.9% | +121.4% | +116.4% |
| 5Y | +109.5% | +13.9% | +95.6% | +86.5% |
| 10Y | +1,645.7% | +56.4% | +1,589.3% | +1,138.1% |
| All | +97,349.8% | +1,350.3% | +95,999.5% | +24,645.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling