+1,395.4%
ASML vs HIG
+276.3%
+1,119.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.8% |
| 7D | -9.0% | +1.1% | -10.1% | -9.4% |
| 30D | -21.0% | +5.6% | -26.5% | -22.7% |
| 3M | -16.3% | -6.9% | -9.4% | -14.7% |
| 6M | -7.5% | +1.3% | -8.8% | -9.4% |
| YTD | +34.0% | -1.5% | +35.4% | +32.1% |
| 1Y | +39.3% | +6.6% | +32.7% | +32.9% |
| 3Y | +128.9% | +91.2% | +37.7% | +67.1% |
| 5Y | +76.1% | +106.1% | -30.0% | +23.8% |
| All | +1,395.4% | +276.3% | +1,119.1% | +771.3% |
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