+109.5%
ASML vs HYG
+19.5%
+90.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.7% |
| 30D | +2.2% | +0.1% | +2.1% | +1.9% |
| 3M | -2.3% | +0.7% | -2.9% | -3.8% |
| 6M | +23.0% | +1.5% | +21.5% | +19.1% |
| YTD | +61.1% | +2.2% | +58.9% | +53.2% |
| 1Y | +129.1% | +3.9% | +125.2% | +108.0% |
| 3Y | +165.4% | +26.0% | +139.4% | +41.9% |
| All | +109.5% | +19.5% | +90.0% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling