-7.5%
ASML vs HL
-20.5%
+13.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.0% | +4.5% |
| 7D | -9.0% | +8.9% | -18.0% | -11.2% |
| 30D | -21.0% | -10.1% | -10.9% | -18.5% |
| 3M | -16.3% | -7.0% | -9.3% | -16.3% |
| 6M | -7.5% | -18.8% | +11.2% | -6.1% |
| All | -7.5% | -20.5% | +13.0% | -6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling