+97,349.8%
ASML vs HL
+126.0%
+97,223.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.4% |
| 7D | +1.1% | +1.5% | -0.4% | +0.9% |
| 30D | +2.2% | +25.1% | -22.9% | -0.4% |
| 3M | -2.3% | +22.9% | -25.2% | -4.7% |
| 6M | +23.0% | -4.9% | +27.9% | +22.9% |
| YTD | +61.1% | +7.8% | +53.2% | +58.0% |
| 1Y | +129.1% | +133.9% | -4.8% | +106.9% |
| 3Y | +165.4% | +380.9% | -215.5% | +119.0% |
| 5Y | +109.5% | +230.2% | -120.7% | +75.8% |
| 10Y | +1,645.7% | +265.6% | +1,380.2% | +1,253.7% |
| All | +97,349.8% | +126.0% | +97,223.8% | +75,571.1% |
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 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