+93.0%
ASML vs HIG
+111.3%
-18.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.9% |
| 7D | -2.9% | +2.1% | -5.0% | -3.4% |
| 30D | -15.2% | +6.7% | -21.9% | -16.8% |
| 3M | -12.9% | -1.9% | -11.0% | -12.7% |
| 6M | -5.0% | +5.3% | -10.4% | -7.7% |
| YTD | +41.8% | +1.3% | +40.5% | +39.3% |
| 1Y | +46.0% | +7.2% | +38.9% | +39.8% |
| 3Y | +133.5% | +96.6% | +36.8% | +51.3% |
| 5Y | +93.0% | +110.0% | -17.0% | +13.6% |
| All | +93.0% | +111.3% | -18.3% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling