+117.9%
ASML vs HD
+28.2%
+89.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.8% | -8.7% |
| 7D | -19.0% | +6.4% | -25.4% | -21.2% |
| 30D | -25.9% | +22.1% | -48.0% | -32.7% |
| 3M | -19.1% | -0.2% | -18.9% | -18.9% |
| 6M | -5.7% | +12.6% | -18.3% | -12.3% |
| YTD | +27.6% | +3.9% | +23.7% | +23.7% |
| 1Y | +30.8% | -3.7% | +34.5% | +31.9% |
| All | +117.9% | +28.2% | +89.7% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling