+1,644.6%
ASML vs XHB
+210.7%
+1,433.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.5% |
| 7D | +1.1% | -1.3% | +2.4% | +2.1% |
| 30D | +2.2% | -6.9% | +9.1% | +7.6% |
| 3M | -2.3% | -1.3% | -1.0% | -1.9% |
| 6M | +23.0% | -6.8% | +29.8% | +29.3% |
| YTD | +61.1% | +0.7% | +60.3% | +59.0% |
| 1Y | +129.1% | -11.2% | +140.3% | +146.9% |
| 3Y | +165.4% | +25.3% | +140.0% | +113.2% |
| 5Y | +109.5% | +37.3% | +72.1% | +55.5% |
| All | +1,644.6% | +210.7% | +1,433.9% | +624.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling