+75.5%
ASML vs THC
+274.4%
-198.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.3% |
| 7D | -9.0% | +3.7% | -12.7% | -9.9% |
| 30D | -21.0% | +9.0% | -30.0% | -22.8% |
| 3M | -16.3% | +10.4% | -26.7% | -18.7% |
| 6M | -7.5% | +45.7% | -53.2% | -17.8% |
| YTD | +34.0% | +42.6% | -8.6% | +18.9% |
| 1Y | +39.3% | +38.8% | +0.5% | +24.2% |
| 3Y | +128.9% | +418.8% | -290.0% | +26.0% |
| All | +75.5% | +274.4% | -198.9% | +3.7% |
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