+1,395.4%
ASML vs HRB
+249.6%
+1,145.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.2% | +9.2% | +5.6% |
| 7D | -9.0% | +2.7% | -11.7% | -9.4% |
| 30D | -21.0% | +22.1% | -43.0% | -23.3% |
| 3M | -16.3% | +15.7% | -32.0% | -18.6% |
| 6M | -7.5% | +83.3% | -90.9% | -18.2% |
| YTD | +34.0% | +25.0% | +9.0% | +27.3% |
| 1Y | +39.3% | +6.9% | +32.3% | +36.7% |
| 3Y | +128.9% | +39.0% | +89.8% | +105.9% |
| 5Y | +76.1% | +146.4% | -70.3% | +38.1% |
| All | +1,395.4% | +249.6% | +1,145.8% | +954.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling