+164.9%
ASML vs HDB
-24.6%
+189.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +2.2% | -2.8% | +5.0% | +2.9% |
| 3M | -2.3% | -3.5% | +1.2% | -1.9% |
| 6M | +23.0% | -24.7% | +47.7% | +31.3% |
| YTD | +61.1% | -36.6% | +97.6% | +77.9% |
| 1Y | +129.1% | -34.4% | +163.5% | +150.1% |
| All | +164.9% | -24.6% | +189.5% | +160.6% |
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