+140.3%
ASML vs HTZ
-76.0%
+216.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.2% | -12.8% | -4.0% |
| 7D | -10.0% | +18.9% | -29.0% | -10.8% |
| 30D | -19.4% | +26.3% | -45.7% | -20.5% |
| 3M | -12.5% | +49.7% | -62.1% | -14.8% |
| 6M | +8.2% | -61.1% | +69.3% | +11.8% |
| YTD | +40.7% | -56.0% | +96.7% | +44.2% |
| 1Y | +46.1% | -66.4% | +112.6% | +50.9% |
| All | +140.3% | -76.0% | +216.3% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling