+23.0%
ASML vs HPE
+140.8%
-117.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +5.7% |
| 7D | +1.1% | -0.6% | +1.7% | +1.0% |
| 30D | +2.2% | -2.3% | +4.5% | +2.5% |
| 3M | -2.3% | -2.9% | +0.6% | -2.9% |
| 6M | +23.0% | +143.6% | -120.6% | -18.4% |
| All | +23.0% | +140.8% | -117.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 6mo: compounded portfolio wealth divided by compounded HPE 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…
6mo analysis · Full analysis span regression · 6 months rolling