+92.7%
ASML vs XHB
+33.4%
+59.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +2.5% | -4.1% | +6.7% | +6.0% |
| 30D | -12.2% | +9.6% | -21.8% | -18.9% |
| 3M | -14.6% | -6.0% | -8.6% | -11.4% |
| 6M | -1.7% | +2.2% | -3.9% | -4.9% |
| YTD | +44.3% | +1.1% | +43.2% | +40.2% |
| 1Y | +51.0% | -1.7% | +52.7% | +49.6% |
| 3Y | +137.6% | +36.5% | +101.1% | +67.3% |
| 5Y | +92.7% | +33.5% | +59.3% | +32.1% |
| All | +92.7% | +33.4% | +59.3% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling