+1,553.7%
ASML vs HIG
+269.9%
+1,283.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.1% |
| 7D | -2.9% | +2.1% | -5.0% | -3.6% |
| 30D | -15.2% | +6.7% | -21.9% | -17.4% |
| 3M | -12.9% | -1.9% | -11.0% | -12.8% |
| 6M | -5.0% | +5.3% | -10.4% | -8.3% |
| YTD | +41.8% | +1.3% | +40.5% | +38.5% |
| 1Y | +46.0% | +7.2% | +38.9% | +39.3% |
| 3Y | +133.5% | +96.6% | +36.8% | +68.6% |
| 5Y | +93.0% | +110.0% | -17.0% | +34.8% |
| All | +1,553.7% | +269.9% | +1,283.8% | +820.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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