+7,403.4%
ASML vs HDB
+4,068.7%
+3,334.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.9% | -9.9% |
| 7D | -19.0% | +13.3% | -32.3% | -23.0% |
| 30D | -25.9% | +10.2% | -36.1% | -28.9% |
| 3M | -19.1% | +3.6% | -22.6% | -20.7% |
| 6M | -5.7% | -0.5% | -5.2% | -6.8% |
| YTD | +27.6% | -32.4% | +60.0% | +45.6% |
| 1Y | +30.8% | -31.1% | +61.8% | +47.9% |
| 3Y | +116.2% | -12.6% | +128.8% | +118.6% |
| 5Y | +67.7% | -25.7% | +93.3% | +79.7% |
| 10Y | +1,355.3% | +56.5% | +1,298.8% | +1,021.1% |
| All | +7,403.4% | +4,068.7% | +3,334.7% | +1,369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling