+133.5%
ASML vs HRB
+29.4%
+104.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.9% | -4.0% | +1.2% | -3.5% |
| 30D | -15.2% | +15.8% | -30.9% | -13.0% |
| 3M | -12.9% | +12.0% | -24.9% | -10.8% |
| 6M | -5.0% | +40.7% | -45.8% | +0.4% |
| YTD | +41.8% | +21.0% | +20.8% | +53.3% |
| 1Y | +46.0% | +11.7% | +34.4% | +58.3% |
| 3Y | +133.5% | +25.0% | +108.5% | +133.3% |
| All | +133.5% | +29.4% | +104.0% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling