+114.2%
ASML vs HYG
+3.2%
+111.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | +0.5% |
| 7D | +2.5% | -0.7% | +3.3% | +7.6% |
| 30D | -6.2% | -0.6% | -5.6% | -2.7% |
| 3M | -2.6% | +0.4% | -3.0% | -4.9% |
| 6M | +22.4% | +1.2% | +21.2% | +16.3% |
| YTD | +58.5% | +1.5% | +57.0% | +50.0% |
| 1Y | +114.2% | +3.2% | +111.0% | +84.9% |
| All | +114.2% | +3.2% | +111.0% | +84.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling