+2,069.5%
ASML vs HLT
+653.9%
+1,415.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.7% |
| 7D | +1.1% | -3.3% | +4.4% | +3.0% |
| 30D | +2.2% | -4.1% | +6.3% | +4.3% |
| 3M | -2.3% | -7.9% | +5.6% | +1.6% |
| 6M | +23.0% | +2.2% | +20.8% | +20.9% |
| YTD | +61.1% | +8.5% | +52.6% | +52.7% |
| 1Y | +129.1% | +12.1% | +117.0% | +111.5% |
| 3Y | +165.4% | +107.6% | +57.8% | +73.5% |
| 5Y | +109.5% | +156.4% | -46.9% | +22.7% |
| 10Y | +1,645.7% | +566.3% | +1,079.4% | +537.8% |
| All | +2,069.5% | +653.9% | +1,415.6% | +668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling