+75.5%
ASML vs HRB
+145.8%
-70.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.2% | +9.2% | +5.1% |
| 7D | -9.0% | +2.7% | -11.7% | -9.1% |
| 30D | -21.0% | +22.1% | -43.0% | -21.6% |
| 3M | -16.3% | +15.7% | -32.0% | -17.1% |
| 6M | -7.5% | +83.3% | -90.9% | -13.8% |
| YTD | +34.0% | +25.0% | +9.0% | +34.2% |
| 1Y | +39.3% | +6.9% | +32.3% | +44.4% |
| 3Y | +128.9% | +39.0% | +89.8% | +109.0% |
| All | +75.5% | +145.8% | -70.3% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling