+1,712.4%
ASML vs HWM
+1,494.1%
+218.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.3% |
| 7D | +1.1% | -2.1% | +3.2% | +1.6% |
| 30D | +2.2% | -11.0% | +13.2% | +6.4% |
| 3M | -2.3% | +4.0% | -6.3% | -4.2% |
| 6M | +23.0% | -0.2% | +23.2% | +22.6% |
| YTD | +61.1% | +26.7% | +34.4% | +46.9% |
| 1Y | +129.1% | +44.7% | +84.4% | +98.9% |
| 3Y | +165.4% | +426.1% | -260.7% | +41.8% |
| 5Y | +109.5% | +738.5% | -629.0% | -3.6% |
| All | +1,712.4% | +1,494.1% | +218.3% | +590.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling