+56,121.0%
ASML vs HIG
+1,002.1%
+55,119.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.5% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +2.2% | -3.2% | +5.4% | +2.9% |
| 3M | -2.3% | +9.1% | -11.4% | -5.0% |
| 6M | +23.0% | -1.8% | +24.8% | +22.6% |
| YTD | +61.1% | +1.8% | +59.3% | +58.9% |
| 1Y | +129.1% | +4.6% | +124.5% | +124.0% |
| 3Y | +165.4% | +101.6% | +63.7% | +118.1% |
| 5Y | +109.5% | +124.5% | -15.0% | +67.8% |
| 10Y | +1,645.7% | +317.8% | +1,327.9% | +1,065.8% |
| All | +56,121.0% | +1,002.1% | +55,119.0% | +18,409.7% |
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