+8,175.8%
ASML vs HDB
+4,006.2%
+4,169.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.6% | -9.2% | -5.7% |
| 7D | -10.0% | +12.9% | -22.9% | -14.2% |
| 30D | -19.4% | +10.0% | -29.5% | -22.6% |
| 3M | -12.5% | +1.8% | -14.3% | -13.7% |
| 6M | +8.2% | -2.1% | +10.3% | +7.8% |
| YTD | +40.7% | -33.4% | +74.1% | +61.6% |
| 1Y | +46.1% | -32.9% | +79.0% | +67.1% |
| 3Y | +138.5% | -13.9% | +152.4% | +142.6% |
| 5Y | +84.2% | -26.9% | +111.1% | +98.8% |
| 10Y | +1,505.1% | +54.1% | +1,451.0% | +1,144.4% |
| All | +8,175.8% | +4,006.2% | +4,169.5% | +1,531.2% |
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