+131.2%
ASML vs HTZ
-89.7%
+220.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.2% | -12.8% | -4.4% |
| 7D | -10.0% | +18.9% | -29.0% | -11.5% |
| 30D | -19.4% | +26.3% | -45.7% | -21.5% |
| 3M | -12.5% | +49.7% | -62.1% | -16.9% |
| 6M | +8.2% | -61.1% | +69.3% | +15.3% |
| YTD | +40.7% | -56.0% | +96.7% | +47.1% |
| 1Y | +46.1% | -66.4% | +112.6% | +56.2% |
| 3Y | +138.5% | -75.8% | +214.3% | +153.5% |
| 5Y | +84.2% | -93.1% | +177.2% | +126.7% |
| All | +131.2% | -89.7% | +220.9% | +193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling