+1,559.3%
ASML vs HDB
+62.8%
+1,496.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | +10.4% | +4.1% | +6.3% | +8.7% |
| 30D | -12.7% | +13.0% | -25.7% | -17.1% |
| 3M | -17.2% | +11.3% | -28.4% | -21.1% |
| 6M | -1.3% | +6.9% | -8.3% | -5.1% |
| YTD | +40.8% | -29.6% | +70.4% | +59.7% |
| 1Y | +45.2% | -29.5% | +74.7% | +64.3% |
| 3Y | +131.8% | -8.1% | +139.9% | +128.1% |
| 5Y | +84.0% | -23.4% | +107.4% | +92.7% |
| All | +1,559.3% | +62.8% | +1,496.5% | +1,315.3% |
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