+1,557.1%
ASML vs HIG
+261.7%
+1,295.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | +4.9% | +2.6% | +2.3% | +4.0% |
| 30D | -9.3% | +4.2% | -13.4% | -10.8% |
| 3M | -19.0% | +0.2% | -19.2% | -19.5% |
| 6M | -5.2% | +4.6% | -9.8% | -8.2% |
| YTD | +40.6% | +1.1% | +39.5% | +37.4% |
| 1Y | +47.5% | +4.7% | +42.8% | +42.0% |
| 3Y | +133.9% | +95.5% | +38.4% | +69.2% |
| 5Y | +83.8% | +111.7% | -27.9% | +27.9% |
| All | +1,557.1% | +261.7% | +1,295.4% | +811.2% |
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