+117.9%
ASML vs HST
+77.1%
+40.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.7% | -3.7% | -6.3% |
| 7D | -19.0% | -4.2% | -14.9% | -17.0% |
| 30D | -25.9% | +9.6% | -35.5% | -29.2% |
| 3M | -19.1% | -1.1% | -17.9% | -18.6% |
| 6M | -5.7% | +21.1% | -26.8% | -16.1% |
| YTD | +27.6% | +47.1% | -19.5% | +1.6% |
| 1Y | +30.8% | +64.0% | -33.2% | -2.8% |
| All | +117.9% | +77.1% | +40.8% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling