+80,969.6%
ASML vs HL
+61.1%
+80,908.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.0% | +4.8% |
| 7D | -9.0% | +8.9% | -18.0% | -9.9% |
| 30D | -21.0% | -10.1% | -10.9% | -20.2% |
| 3M | -16.3% | -7.0% | -9.3% | -16.0% |
| 6M | -7.5% | -18.8% | +11.2% | -6.2% |
| YTD | +34.0% | -23.1% | +57.1% | +35.8% |
| 1Y | +39.3% | +8.9% | +30.4% | +36.1% |
| 3Y | +128.9% | +255.0% | -126.2% | +95.1% |
| 5Y | +76.1% | +151.5% | -75.4% | +52.2% |
| 10Y | +1,428.4% | +138.4% | +1,290.0% | +1,134.6% |
| All | +80,969.6% | +61.1% | +80,908.6% | +64,963.5% |
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