+1,395.4%
ASML vs HDB
+57.5%
+1,337.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.2% | +4.3% |
| 7D | -9.0% | +13.3% | -22.4% | -13.6% |
| 30D | -21.0% | +13.6% | -34.5% | -25.1% |
| 3M | -16.3% | +5.8% | -22.1% | -18.7% |
| 6M | -7.5% | -1.9% | -5.6% | -8.0% |
| YTD | +34.0% | -31.2% | +65.2% | +53.2% |
| 1Y | +39.3% | -29.6% | +68.8% | +57.4% |
| 3Y | +128.9% | -10.1% | +138.9% | +127.0% |
| 5Y | +76.1% | -24.3% | +100.4% | +85.3% |
| All | +1,395.4% | +57.5% | +1,337.9% | +1,171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling