+46.1%
ASML vs HWM
+5.4%
+40.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -1.7% |
| 7D | -10.0% | +9.4% | -19.4% | -13.7% |
| 30D | -19.4% | -7.0% | -12.5% | -16.7% |
| 3M | -12.5% | -25.9% | +13.4% | +1.0% |
| 6M | +8.2% | -10.8% | +19.0% | +9.7% |
| YTD | +40.7% | +4.3% | +36.4% | +28.7% |
| 1Y | +46.1% | +4.4% | +41.8% | +33.0% |
| All | +46.1% | +5.4% | +40.8% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling