+1,580.6%
ASML vs HBM
+274.8%
+1,305.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.5% | -1.3% | +3.8% | +3.0% |
| 30D | -12.2% | -14.8% | +2.6% | -8.0% |
| 3M | -14.6% | -20.7% | +6.1% | -9.0% |
| 6M | -1.7% | -13.9% | +12.2% | +1.4% |
| YTD | +44.3% | +10.6% | +33.7% | +37.3% |
| 1Y | +51.0% | +32.4% | +18.6% | +36.5% |
| 3Y | +137.6% | +432.0% | -294.4% | +42.2% |
| 5Y | +92.7% | +205.5% | -112.7% | +26.1% |
| 10Y | +1,580.6% | +291.1% | +1,289.5% | +800.6% |
| All | +1,580.6% | +274.8% | +1,305.8% | +800.6% |
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