+86.4%
ASML vs HBM
+217.3%
-131.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.0% | -2.8% | +3.0% |
| 7D | -0.8% | +5.0% | -5.9% | -2.5% |
| 30D | -14.9% | -12.7% | -2.1% | -10.7% |
| 3M | -13.0% | -17.4% | +4.5% | -7.4% |
| 6M | -4.7% | -8.9% | +4.2% | -3.2% |
| YTD | +42.3% | +14.9% | +27.4% | +31.5% |
| 1Y | +49.7% | +41.4% | +8.3% | +28.7% |
| 3Y | +144.3% | +462.1% | -317.8% | +24.3% |
| 5Y | +86.4% | +224.0% | -137.7% | +8.0% |
| All | +86.4% | +217.3% | -131.0% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling