+46.1%
ASML vs XHB
+5.8%
+40.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.4% | -9.0% | -6.5% |
| 7D | -10.0% | +9.7% | -19.8% | -15.0% |
| 30D | -19.4% | +11.7% | -31.1% | -24.9% |
| 3M | -12.5% | -1.4% | -11.1% | -11.4% |
| 6M | +8.2% | +6.8% | +1.4% | +3.0% |
| YTD | +40.7% | +5.5% | +35.2% | +33.1% |
| 1Y | +46.1% | +5.1% | +41.0% | +39.8% |
| All | +46.1% | +5.8% | +40.3% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling