+694.5%
ASML vs HUT
+173.3%
+521.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.2% | +19.6% | -0.9% |
| 7D | -10.0% | -29.5% | +19.5% | -6.7% |
| 30D | -19.4% | -45.2% | +25.7% | -14.1% |
| 3M | -12.5% | -51.6% | +39.1% | -5.8% |
| 6M | +8.2% | -37.3% | +45.5% | +11.9% |
| YTD | +40.7% | +6.5% | +34.2% | +36.0% |
| 1Y | +46.1% | +1.7% | +44.4% | +40.4% |
| 3Y | +138.5% | +314.7% | -176.3% | +79.9% |
| 5Y | +84.2% | -33.4% | +117.6% | +46.9% |
| All | +694.5% | +173.3% | +521.3% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling