+1,557.1%
ASML vs HRB
+221.6%
+1,335.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +4.9% | -5.1% | +10.0% | +5.6% |
| 30D | -9.3% | +8.7% | -17.9% | -10.6% |
| 3M | -19.0% | -5.4% | -13.6% | -18.8% |
| 6M | -5.2% | +41.6% | -46.8% | -11.9% |
| YTD | +40.6% | +18.7% | +22.0% | +34.3% |
| 1Y | +47.5% | +16.4% | +31.1% | +41.4% |
| 3Y | +133.9% | +22.0% | +111.9% | +115.7% |
| 5Y | +83.8% | +141.2% | -57.4% | +43.8% |
| All | +1,557.1% | +221.6% | +1,335.5% | +1,072.2% |
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