+693.9%
ASML vs HUT
+221.4%
+472.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.1% | +7.0% | +0.7% |
| 7D | +4.9% | +9.3% | -4.4% | +3.8% |
| 30D | -9.3% | -23.1% | +13.8% | -7.0% |
| 3M | -19.0% | -30.6% | +11.6% | -16.4% |
| 6M | -5.2% | -46.9% | +41.6% | +0.1% |
| YTD | +40.6% | +25.3% | +15.3% | +33.2% |
| 1Y | +47.5% | +59.8% | -12.3% | +35.0% |
| 3Y | +133.9% | +467.2% | -333.3% | +70.4% |
| 5Y | +83.8% | -24.6% | +108.4% | +44.1% |
| All | +693.9% | +221.4% | +472.5% | +339.0% |
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