+144.3%
ASML vs HBM
+424.7%
-280.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.0% | -2.8% | +2.9% |
| 7D | -0.8% | +5.0% | -5.9% | -2.5% |
| 30D | -14.9% | -12.7% | -2.1% | -10.6% |
| 3M | -13.0% | -17.4% | +4.5% | -7.3% |
| 6M | -4.7% | -8.9% | +4.2% | -3.2% |
| YTD | +42.3% | +14.9% | +27.4% | +31.3% |
| 1Y | +49.7% | +41.4% | +8.3% | +28.4% |
| 3Y | +144.3% | +462.1% | -317.8% | +38.8% |
| All | +144.3% | +424.7% | -280.4% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling