+97,349.8%
ASML vs HD
+5,719.2%
+91,630.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.6% |
| 7D | +1.1% | -2.1% | +3.2% | +2.4% |
| 30D | +2.2% | -8.4% | +10.6% | +7.5% |
| 3M | -2.3% | +4.3% | -6.6% | -5.6% |
| 6M | +23.0% | -11.1% | +34.1% | +30.9% |
| YTD | +61.1% | -4.7% | +65.7% | +64.0% |
| 1Y | +129.1% | -19.8% | +148.9% | +156.7% |
| 3Y | +165.4% | +4.1% | +161.3% | +151.8% |
| 5Y | +109.5% | +10.3% | +99.1% | +91.6% |
| 10Y | +1,645.7% | +203.2% | +1,442.6% | +776.9% |
| All | +97,349.8% | +5,719.2% | +91,630.6% | +10,295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling