+6,361.6%
ASML vs XHB
+177.0%
+6,184.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -5.9% | -7.3% |
| 7D | -19.0% | +2.5% | -21.6% | -20.5% |
| 30D | -25.9% | +6.7% | -32.6% | -29.2% |
| 3M | -19.1% | -5.8% | -13.2% | -16.8% |
| 6M | -5.7% | +1.7% | -7.5% | -7.6% |
| YTD | +27.6% | +1.9% | +25.7% | +24.8% |
| 1Y | +30.8% | +0.9% | +29.9% | +28.4% |
| 3Y | +116.2% | +37.6% | +78.7% | +73.3% |
| 5Y | +67.7% | +35.7% | +31.9% | +36.2% |
| 10Y | +1,355.3% | +262.3% | +1,093.0% | +571.5% |
| All | +6,361.6% | +177.0% | +6,184.6% | +2,452.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling