+129.1%
ASML vs HLT
+13.1%
+116.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.5% |
| 7D | +1.1% | -3.3% | +4.4% | +2.1% |
| 30D | +2.2% | -4.1% | +6.3% | +3.3% |
| 3M | -2.3% | -7.9% | +5.6% | +0.2% |
| 6M | +23.0% | +2.2% | +20.8% | +20.8% |
| YTD | +61.1% | +8.5% | +52.6% | +59.1% |
| 1Y | +129.1% | +12.1% | +117.0% | +128.0% |
| All | +129.1% | +13.1% | +116.0% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling