+39.3%
ASML vs XHB
-1.4%
+40.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.8% |
| 7D | -9.0% | +1.3% | -10.3% | -9.9% |
| 30D | -21.0% | +7.8% | -28.8% | -24.9% |
| 3M | -16.3% | -5.5% | -10.8% | -13.2% |
| 6M | -7.5% | -2.6% | -4.9% | -6.8% |
| YTD | +34.0% | +0.4% | +33.6% | +30.5% |
| 1Y | +39.3% | -1.0% | +40.3% | +36.5% |
| All | +39.3% | -1.4% | +40.6% | +36.5% |
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