+1,670.8%
ASML vs HRB
+240.7%
+1,430.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.0% | +8.2% | +4.8% |
| 7D | +1.1% | -5.7% | +6.8% | +1.9% |
| 30D | +2.2% | +7.9% | -5.7% | +0.6% |
| 3M | -2.3% | +32.1% | -34.4% | -7.5% |
| 6M | +23.0% | +62.2% | -39.3% | +10.7% |
| YTD | +61.1% | +16.4% | +44.7% | +55.0% |
| 1Y | +129.1% | -0.3% | +129.4% | +127.3% |
| 3Y | +165.4% | +36.0% | +129.3% | +138.7% |
| 5Y | +109.5% | +125.2% | -15.7% | +66.6% |
| All | +1,670.8% | +240.7% | +1,430.2% | +1,129.6% |
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