+175.6%
ASML vs HIG
+103.2%
+72.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.0% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | +2.2% | -3.2% | +5.4% | +1.9% |
| 3M | -2.3% | +9.1% | -11.4% | -2.1% |
| 6M | +23.0% | -1.8% | +24.8% | +23.9% |
| YTD | +61.1% | +1.8% | +59.3% | +61.9% |
| 1Y | +129.1% | +4.6% | +124.5% | +130.0% |
| All | +175.6% | +103.2% | +72.5% | +156.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling