+1,395.4%
ASML vs HBM
+376.3%
+1,019.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +4.6% |
| 7D | -9.0% | -3.6% | -5.4% | -8.0% |
| 30D | -21.0% | -19.2% | -1.8% | -16.0% |
| 3M | -16.3% | -20.5% | +4.2% | -10.9% |
| 6M | -7.5% | -12.8% | +5.3% | -4.9% |
| YTD | +34.0% | +5.4% | +28.6% | +29.3% |
| 1Y | +39.3% | +33.0% | +6.3% | +25.9% |
| 3Y | +128.9% | +357.3% | -228.5% | +43.1% |
| 5Y | +76.1% | +210.4% | -134.3% | +15.4% |
| All | +1,395.4% | +376.3% | +1,019.1% | +716.6% |
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