+77,094.7%
ASML vs HRB
+1,276.5%
+75,818.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.5% | -9.1% |
| 7D | -19.0% | +10.7% | -29.8% | -21.7% |
| 30D | -25.9% | +29.0% | -55.0% | -32.0% |
| 3M | -19.1% | +21.0% | -40.0% | -25.1% |
| 6M | -5.7% | +86.9% | -92.7% | -26.6% |
| YTD | +27.6% | +30.5% | -2.9% | +10.4% |
| 1Y | +30.8% | +13.6% | +17.2% | +18.3% |
| 3Y | +116.2% | +42.0% | +74.2% | +74.6% |
| 5Y | +67.7% | +157.2% | -89.6% | +7.0% |
| 10Y | +1,355.3% | +270.0% | +1,085.3% | +611.4% |
| All | +77,094.7% | +1,276.5% | +75,818.2% | +15,477.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling