+108.6%
ASML vs HWM
+743.6%
-635.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.4% |
| 7D | +1.1% | -2.1% | +3.2% | +1.9% |
| 30D | +2.2% | -11.0% | +13.2% | +8.6% |
| 3M | -2.3% | +4.0% | -6.3% | -5.4% |
| 6M | +23.0% | -0.2% | +23.2% | +21.8% |
| YTD | +61.1% | +26.7% | +34.4% | +38.8% |
| 1Y | +129.1% | +44.7% | +84.4% | +82.3% |
| 3Y | +165.4% | +426.1% | -260.7% | -14.3% |
| All | +108.6% | +743.6% | -635.0% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling