+1,559.3%
ASML vs HBM
+285.4%
+1,273.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -2.0% |
| 7D | +10.4% | +5.1% | +5.3% | +8.8% |
| 30D | -12.7% | -15.8% | +3.1% | -8.3% |
| 3M | -17.2% | -22.4% | +5.2% | -11.2% |
| 6M | -1.3% | -20.2% | +18.9% | +4.1% |
| YTD | +40.8% | +9.0% | +31.8% | +34.5% |
| 1Y | +45.2% | +27.4% | +17.9% | +32.7% |
| 3Y | +131.8% | +424.2% | -292.4% | +39.3% |
| 5Y | +84.0% | +196.1% | -112.1% | +21.3% |
| All | +1,559.3% | +285.4% | +1,273.9% | +797.9% |
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