-7.5%
ASML vs HRB
+79.9%
-87.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.2% | +9.2% | +3.5% |
| 7D | -9.0% | +2.7% | -11.7% | -8.0% |
| 30D | -21.0% | +22.1% | -43.0% | -14.9% |
| 3M | -16.3% | +15.7% | -32.0% | -10.6% |
| 6M | -7.5% | +83.3% | -90.9% | +12.6% |
| All | -7.5% | +79.9% | -87.4% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling