+133.5%
ASML vs HDB
-5.9%
+139.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | -2.9% | +12.7% | -15.6% | -5.6% |
| 30D | -15.2% | +16.6% | -31.8% | -18.4% |
| 3M | -12.9% | +10.8% | -23.7% | -15.2% |
| 6M | -5.0% | +3.8% | -8.9% | -6.3% |
| YTD | +41.8% | -28.9% | +70.7% | +51.0% |
| 1Y | +46.0% | -28.0% | +74.0% | +54.8% |
| 3Y | +133.5% | -7.2% | +140.6% | +125.4% |
| All | +133.5% | -5.9% | +139.4% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling