+77,094.7%
ASML vs HL
+57.9%
+77,036.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.3% | -6.0% | -9.0% |
| 7D | -19.0% | 0.0% | -19.0% | -19.1% |
| 30D | -25.9% | -15.5% | -10.4% | -24.7% |
| 3M | -19.1% | -12.6% | -6.4% | -18.3% |
| 6M | -5.7% | -15.2% | +9.5% | -4.7% |
| YTD | +27.6% | -24.7% | +52.2% | +29.6% |
| 1Y | +30.8% | +19.4% | +11.3% | +26.6% |
| 3Y | +116.2% | +236.8% | -120.6% | +85.2% |
| 5Y | +67.7% | +146.5% | -78.9% | +45.2% |
| 10Y | +1,355.3% | +133.7% | +1,221.6% | +1,077.9% |
| All | +77,094.7% | +57.9% | +77,036.8% | +61,975.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling