+128.9%
ASML vs HUT
+336.9%
-208.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +14.6% | -9.6% | +2.7% |
| 7D | -9.0% | -11.4% | +2.3% | -7.9% |
| 30D | -21.0% | -41.0% | +20.1% | -15.1% |
| 3M | -16.3% | -41.9% | +25.6% | -10.5% |
| 6M | -7.5% | -51.7% | +44.1% | +0.5% |
| YTD | +34.0% | +14.6% | +19.4% | +27.9% |
| 1Y | +39.3% | +21.4% | +17.9% | +30.6% |
| 3Y | +128.9% | +359.8% | -231.0% | +75.3% |
| All | +128.9% | +336.9% | -208.1% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling