+1,557.1%
ASML vs HBM
+281.1%
+1,276.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +4.9% | +2.2% | +2.7% | +4.3% |
| 30D | -9.3% | -11.8% | +2.5% | -5.9% |
| 3M | -19.0% | -19.2% | +0.2% | -14.1% |
| 6M | -5.2% | -22.9% | +17.7% | +0.9% |
| YTD | +40.6% | +7.8% | +32.8% | +34.8% |
| 1Y | +47.5% | +34.9% | +12.6% | +32.8% |
| 3Y | +133.9% | +422.2% | -288.3% | +40.7% |
| 5Y | +83.8% | +192.8% | -109.0% | +21.6% |
| All | +1,557.1% | +281.1% | +1,276.0% | +799.6% |
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