+1,504.8%
ASML vs HDB
+61.5%
+1,443.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +5.2% |
| 7D | -0.8% | +13.7% | -14.5% | -5.9% |
| 30D | -14.9% | +15.8% | -30.7% | -20.0% |
| 3M | -13.0% | +9.2% | -22.2% | -16.5% |
| 6M | -4.7% | +3.2% | -7.9% | -7.0% |
| YTD | +42.3% | -29.4% | +71.7% | +61.1% |
| 1Y | +49.7% | -27.9% | +77.6% | +67.8% |
| 3Y | +144.3% | -5.9% | +150.2% | +137.9% |
| 5Y | +86.4% | -23.5% | +109.8% | +95.3% |
| 10Y | +1,504.8% | +61.3% | +1,443.5% | +1,248.8% |
| All | +1,504.8% | +61.5% | +1,443.3% | +1,248.8% |
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