+75.5%
ASML vs HYG
+16.6%
+58.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.2% |
| 7D | -9.0% | -0.3% | -8.8% | -8.3% |
| 30D | -21.0% | +0.1% | -21.0% | -21.0% |
| 3M | -16.3% | -1.8% | -14.5% | -11.3% |
| 6M | -7.5% | -1.3% | -6.3% | -3.1% |
| YTD | +34.0% | +0.1% | +33.9% | +35.8% |
| 1Y | +39.3% | +1.5% | +37.7% | +35.5% |
| 3Y | +128.9% | +23.8% | +105.1% | +29.9% |
| All | +75.5% | +16.6% | +58.9% | +46.0% |
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