+128.9%
ASML vs HWM
+330.6%
-201.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +3.9% |
| 7D | -9.0% | +3.3% | -12.3% | -10.3% |
| 30D | -21.0% | -7.6% | -13.4% | -18.3% |
| 3M | -16.3% | -28.9% | +12.6% | -3.7% |
| 6M | -7.5% | -19.7% | +12.1% | +0.2% |
| YTD | +34.0% | +0.5% | +33.5% | +31.5% |
| 1Y | +39.3% | +0.3% | +39.0% | +36.7% |
| 3Y | +128.9% | +325.8% | -197.0% | +26.3% |
| All | +128.9% | +330.6% | -201.8% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling