-5.7%
ASML vs HIG
+3.3%
-9.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -10.2% |
| 7D | -19.0% | +3.8% | -22.8% | -15.3% |
| 30D | -25.9% | +8.1% | -34.1% | -18.6% |
| 3M | -19.1% | -4.1% | -14.9% | -23.7% |
| 6M | -5.7% | +3.1% | -8.9% | +5.4% |
| All | -5.7% | +3.3% | -9.0% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling