+39.3%
ASML vs HD
-5.0%
+44.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.9% | +5.4% |
| 7D | -9.0% | +4.3% | -13.3% | -9.9% |
| 30D | -21.0% | +20.2% | -41.2% | -25.1% |
| 3M | -16.3% | -1.0% | -15.3% | -14.9% |
| 6M | -7.5% | +7.9% | -15.4% | -10.4% |
| YTD | +34.0% | +2.0% | +32.0% | +32.7% |
| 1Y | +39.3% | -4.3% | +43.6% | +38.9% |
| All | +39.3% | -5.0% | +44.3% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 1y: compounded portfolio wealth divided by compounded HD 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…
1y analysis · Full analysis span regression · 6 months rolling