+1,559.3%
ASML vs HL
+136.8%
+1,422.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.0% | -1.4% |
| 7D | +10.4% | -7.6% | +18.0% | +12.0% |
| 30D | -12.7% | -17.5% | +4.8% | -9.7% |
| 3M | -17.2% | -26.2% | +9.0% | -12.9% |
| 6M | -1.3% | -35.1% | +33.8% | +5.7% |
| YTD | +40.8% | -30.4% | +71.2% | +46.5% |
| 1Y | +45.2% | -14.0% | +59.2% | +44.6% |
| 3Y | +131.8% | +256.3% | -124.5% | +68.9% |
| 5Y | +84.0% | +112.5% | -28.5% | +40.9% |
| All | +1,559.3% | +136.8% | +1,422.5% | +952.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling