+47.5%
ASML vs HL
-15.4%
+62.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.3% |
| 7D | +4.9% | -11.1% | +16.1% | +8.0% |
| 30D | -9.3% | -12.1% | +2.8% | -6.4% |
| 3M | -19.0% | -26.1% | +7.1% | -13.6% |
| 6M | -5.2% | -37.7% | +32.5% | +3.3% |
| YTD | +40.6% | -31.7% | +72.3% | +46.7% |
| 1Y | +47.5% | -11.6% | +59.1% | +45.4% |
| All | +47.5% | -15.4% | +62.9% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling