+8.2%
ASML vs HTZ
-63.5%
+71.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.2% | -12.8% | -4.1% |
| 7D | -10.0% | +18.9% | -29.0% | -11.0% |
| 30D | -19.4% | +26.3% | -45.7% | -20.8% |
| 3M | -12.5% | +49.7% | -62.1% | -16.2% |
| 6M | +8.2% | -61.1% | +69.3% | +24.7% |
| All | +8.2% | -63.5% | +71.7% | +24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling