-5.7%
ASML vs HRB
+81.8%
-87.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.5% | -9.6% |
| 7D | -19.0% | +10.7% | -29.8% | -15.8% |
| 30D | -25.9% | +29.0% | -55.0% | -18.5% |
| 3M | -19.1% | +21.0% | -40.0% | -12.0% |
| 6M | -5.7% | +86.9% | -92.7% | +18.0% |
| All | -5.7% | +81.8% | -87.5% | +18.0% |
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