+123.1%
ASML vs HLT
+12.0%
+111.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.5% |
| 7D | +6.0% | -2.4% | +8.4% | +6.7% |
| 30D | +1.4% | -4.1% | +5.5% | +2.4% |
| 3M | +1.0% | -10.6% | +11.6% | +4.8% |
| 6M | +37.0% | +2.0% | +34.9% | +34.9% |
| YTD | +65.8% | +6.1% | +59.6% | +64.3% |
| 1Y | +123.1% | +9.8% | +113.3% | +122.9% |
| All | +123.1% | +12.0% | +111.1% | +122.9% |
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