+108.6%
ASML vs HD
+10.1%
+98.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.6% |
| 7D | +1.1% | -2.1% | +3.2% | +2.5% |
| 30D | +2.2% | -8.4% | +10.6% | +8.0% |
| 3M | -2.3% | +4.3% | -6.6% | -6.3% |
| 6M | +23.0% | -11.1% | +34.1% | +31.6% |
| YTD | +61.1% | -4.7% | +65.7% | +63.7% |
| 1Y | +129.1% | -19.8% | +148.9% | +161.0% |
| 3Y | +165.4% | +4.1% | +161.3% | +142.1% |
| All | +108.6% | +10.1% | +98.5% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling