+46.6%
ASML vs HLT
+36.4%
+10.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.5% | +6.0% |
| 7D | -0.8% | +2.3% | -3.2% | -1.5% |
| 30D | -14.9% | +14.3% | -29.2% | -18.5% |
| 3M | -13.0% | +17.6% | -30.5% | -17.7% |
| 6M | -4.7% | +17.9% | -22.6% | -11.2% |
| YTD | +42.3% | +30.1% | +12.2% | +29.3% |
| All | +46.6% | +36.4% | +10.2% | +32.3% |
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