+75.5%
ASML vs HST
+71.5%
+4.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.0% |
| 7D | -9.0% | -2.7% | -6.3% | -7.4% |
| 30D | -21.0% | +10.7% | -31.7% | -25.4% |
| 3M | -16.3% | +6.3% | -22.5% | -19.3% |
| 6M | -7.5% | +19.0% | -26.5% | -17.5% |
| YTD | +34.0% | +47.0% | -13.0% | +5.1% |
| 1Y | +39.3% | +53.4% | -14.2% | +6.0% |
| 3Y | +128.9% | +78.0% | +50.9% | +53.8% |
| All | +75.5% | +71.5% | +4.0% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling