+75.5%
ASML vs HLT
+146.7%
-71.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | -9.0% | +3.8% | -12.8% | -11.4% |
| 30D | -21.0% | +15.6% | -36.5% | -28.7% |
| 3M | -16.3% | +15.1% | -31.4% | -24.6% |
| 6M | -7.5% | +15.3% | -22.9% | -17.7% |
| YTD | +34.0% | +29.1% | +4.8% | +9.9% |
| 1Y | +39.3% | +39.9% | -0.6% | +7.0% |
| 3Y | +128.9% | +138.7% | -9.9% | +14.2% |
| All | +75.5% | +146.7% | -71.2% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling