+656.5%
ASML vs HUT
+194.0%
+462.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +14.6% | -9.6% | +3.3% |
| 7D | -9.0% | -11.4% | +2.3% | -8.1% |
| 30D | -21.0% | -41.0% | +20.1% | -16.5% |
| 3M | -16.3% | -41.9% | +25.6% | -11.8% |
| 6M | -7.5% | -51.7% | +44.1% | -1.3% |
| YTD | +34.0% | +14.6% | +19.4% | +28.4% |
| 1Y | +39.3% | +21.4% | +17.9% | +31.2% |
| 3Y | +128.9% | +359.8% | -231.0% | +70.6% |
| 5Y | +76.1% | -27.5% | +103.6% | +39.2% |
| All | +656.5% | +194.0% | +462.6% | +323.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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