+67.7%
ASML vs THC
+287.8%
-220.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.4% | -8.9% |
| 7D | -19.0% | +5.9% | -24.9% | -20.3% |
| 30D | -25.9% | +10.8% | -36.8% | -27.9% |
| 3M | -19.1% | +9.4% | -28.5% | -21.2% |
| 6M | -5.7% | +53.3% | -59.0% | -17.4% |
| YTD | +27.6% | +44.2% | -16.6% | +13.0% |
| 1Y | +30.8% | +37.3% | -6.5% | +17.1% |
| 3Y | +116.2% | +421.6% | -305.4% | +19.0% |
| 5Y | +67.7% | +279.8% | -212.2% | -1.8% |
| All | +67.7% | +287.8% | -220.1% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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