+140.0%
ASML vs HL
+274.9%
-134.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +2.5% | -5.6% | +8.1% | +3.9% |
| 30D | -12.2% | -16.2% | +3.9% | -9.0% |
| 3M | -14.6% | -20.5% | +5.9% | -11.1% |
| 6M | -1.7% | -31.7% | +29.9% | +4.6% |
| YTD | +44.3% | -26.4% | +70.7% | +48.4% |
| 1Y | +51.0% | -4.3% | +55.3% | +46.6% |
| All | +140.0% | +274.9% | -134.9% | +71.8% |
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