+695.0%
ASML vs HUT
+246.0%
+448.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.6% |
| 7D | +10.4% | +34.9% | -24.5% | +6.4% |
| 30D | -12.7% | -25.9% | +13.1% | -10.2% |
| 3M | -17.2% | -31.7% | +14.5% | -14.4% |
| 6M | -1.3% | -42.2% | +40.9% | +3.2% |
| YTD | +40.8% | +34.9% | +5.9% | +32.3% |
| 1Y | +45.2% | +48.5% | -3.3% | +33.7% |
| 3Y | +131.8% | +471.2% | -339.4% | +68.6% |
| 5Y | +84.0% | -18.9% | +102.9% | +43.1% |
| All | +695.0% | +246.0% | +448.9% | +335.9% |
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