+1,644.6%
ASML vs HST
+92.5%
+1,552.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | -1.0% | +2.1% | +1.6% |
| 30D | +2.2% | -12.3% | +14.4% | +7.7% |
| 3M | -2.3% | -6.4% | +4.1% | -0.1% |
| 6M | +23.0% | +15.0% | +8.0% | +15.3% |
| YTD | +61.1% | +30.5% | +30.6% | +42.9% |
| 1Y | +129.1% | +35.7% | +93.4% | +99.0% |
| 3Y | +165.4% | +68.4% | +97.0% | +108.3% |
| 5Y | +109.5% | +73.1% | +36.3% | +63.4% |
| All | +1,644.6% | +92.5% | +1,552.1% | +1,170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling