+164.9%
ASML vs HL
+389.9%
-225.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.7% |
| 7D | +1.1% | +1.5% | -0.4% | +0.7% |
| 30D | +2.2% | +25.1% | -22.9% | -3.0% |
| 3M | -2.3% | +22.9% | -25.2% | -7.3% |
| 6M | +23.0% | -4.9% | +27.9% | +21.8% |
| YTD | +61.1% | +7.8% | +53.2% | +53.7% |
| 1Y | +129.1% | +133.9% | -4.8% | +86.3% |
| All | +164.9% | +389.9% | -225.0% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling