+109.6%
ASML vs HTZ
-91.9%
+201.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -20.8% | +11.5% | -7.3% |
| 7D | -19.0% | -7.7% | -11.3% | -18.5% |
| 30D | -25.9% | -13.1% | -12.8% | -25.1% |
| 3M | -19.1% | +14.7% | -33.8% | -21.2% |
| 6M | -5.7% | -70.6% | +64.9% | +3.1% |
| YTD | +27.6% | -65.2% | +92.8% | +36.2% |
| 1Y | +30.8% | -73.2% | +104.0% | +42.7% |
| 3Y | +116.2% | -80.8% | +197.0% | +134.9% |
| 5Y | +67.7% | -94.8% | +162.5% | +110.5% |
| All | +109.6% | -91.9% | +201.5% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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