-16.3%
ASML vs HLT
+14.2%
-30.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.0% |
| 7D | -9.0% | +3.8% | -12.8% | -8.3% |
| 30D | -21.0% | +15.6% | -36.5% | -18.9% |
| 3M | -16.3% | +15.1% | -31.4% | -13.2% |
| All | -16.3% | +14.2% | -30.5% | -13.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling