+1,534.9%
ASML vs HYG
+53.3%
+1,481.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | +0.7% |
| 7D | -2.9% | +0.3% | -3.1% | -3.5% |
| 30D | -15.2% | -0.1% | -15.1% | -14.9% |
| 3M | -12.9% | -1.9% | -11.0% | -8.5% |
| 6M | -5.0% | -1.3% | -3.7% | -1.3% |
| YTD | +41.8% | +0.1% | +41.7% | +43.7% |
| 1Y | +46.0% | +1.0% | +45.0% | +44.6% |
| 3Y | +133.5% | +23.8% | +109.7% | +47.0% |
| 5Y | +93.0% | +17.3% | +75.7% | +42.6% |
| 10Y | +1,534.9% | +55.0% | +1,479.9% | +736.5% |
| All | +1,534.9% | +53.3% | +1,481.6% | +736.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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