+1,504.8%
ASML vs HBM
+328.6%
+1,176.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.0% | -2.8% | +3.6% |
| 7D | -0.8% | +5.0% | -5.9% | -2.2% |
| 30D | -14.9% | -12.7% | -2.1% | -11.4% |
| 3M | -13.0% | -17.4% | +4.5% | -8.4% |
| 6M | -4.7% | -8.9% | +4.2% | -3.2% |
| YTD | +42.3% | +14.9% | +27.4% | +34.0% |
| 1Y | +49.7% | +41.4% | +8.3% | +32.9% |
| 3Y | +144.3% | +462.1% | -317.8% | +44.3% |
| 5Y | +86.4% | +224.0% | -137.7% | +20.2% |
| 10Y | +1,504.8% | +320.9% | +1,183.9% | +753.9% |
| All | +1,504.8% | +328.6% | +1,176.2% | +753.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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