+164.9%
ASML vs HST
+68.9%
+96.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +1.1% | -1.0% | +2.1% | +1.7% |
| 30D | +2.2% | -12.3% | +14.4% | +9.1% |
| 3M | -2.3% | -6.4% | +4.1% | +0.1% |
| 6M | +23.0% | +15.0% | +8.0% | +12.2% |
| YTD | +61.1% | +30.5% | +30.6% | +36.8% |
| 1Y | +129.1% | +35.7% | +93.4% | +89.4% |
| All | +164.9% | +68.9% | +96.0% | +86.6% |
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