+93.0%
ASML vs HL
+128.5%
-35.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +1.3% |
| 7D | -2.9% | +8.2% | -11.0% | -4.9% |
| 30D | -15.2% | -16.3% | +1.1% | -11.9% |
| 3M | -12.9% | -18.6% | +5.7% | -9.6% |
| 6M | -5.0% | -23.2% | +18.1% | -1.1% |
| YTD | +41.8% | -25.5% | +67.3% | +45.8% |
| 1Y | +46.0% | -4.8% | +50.8% | +41.2% |
| 3Y | +133.5% | +281.4% | -147.9% | +51.0% |
| 5Y | +93.0% | +137.8% | -44.8% | +37.7% |
| All | +93.0% | +128.5% | -35.5% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling