+128.9%
ASML vs HBM
+348.5%
-219.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +4.4% |
| 7D | -9.0% | -3.6% | -5.4% | -7.7% |
| 30D | -21.0% | -19.2% | -1.8% | -14.7% |
| 3M | -16.3% | -20.5% | +4.2% | -9.6% |
| 6M | -7.5% | -12.8% | +5.3% | -4.4% |
| YTD | +34.0% | +5.4% | +28.6% | +27.7% |
| 1Y | +39.3% | +33.0% | +6.3% | +22.4% |
| 3Y | +128.9% | +357.3% | -228.5% | +36.4% |
| All | +128.9% | +348.5% | -219.7% | +36.4% |
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