+10,445.7%
ASML vs HBM
+613.3%
+9,832.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +1.1% | -6.4% | +7.5% | +2.6% |
| 30D | +2.2% | +5.9% | -3.7% | +0.5% |
| 3M | -2.3% | -8.9% | +6.6% | -0.8% |
| 6M | +23.0% | +10.7% | +12.3% | +18.7% |
| YTD | +61.1% | +38.3% | +22.8% | +46.4% |
| 1Y | +129.1% | +121.3% | +7.8% | +85.5% |
| 3Y | +165.4% | +450.6% | -285.2% | +69.3% |
| 5Y | +109.5% | +338.0% | -228.5% | +34.7% |
| 10Y | +1,645.7% | +578.6% | +1,067.1% | +786.4% |
| All | +10,445.7% | +613.3% | +9,832.4% | +4,165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling