+44,435.4%
ASML vs HIG
+991.9%
+43,443.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -9.2% |
| 7D | -19.0% | +3.8% | -22.8% | -19.8% |
| 30D | -25.9% | +8.1% | -34.1% | -27.5% |
| 3M | -19.1% | -4.1% | -14.9% | -18.6% |
| 6M | -5.7% | +3.1% | -8.9% | -7.4% |
| YTD | +27.6% | +0.8% | +26.8% | +25.8% |
| 1Y | +30.8% | +8.8% | +21.9% | +26.4% |
| 3Y | +116.2% | +95.2% | +21.0% | +78.8% |
| 5Y | +67.7% | +110.8% | -43.2% | +36.1% |
| 10Y | +1,355.3% | +292.6% | +1,062.7% | +883.1% |
| All | +44,435.4% | +991.9% | +43,443.5% | +14,550.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling