+153.0%
HYG vs ASX
+2,587.5%
-2,434.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | -0.2% | +11.1% | -11.3% | -1.2% |
| 30D | -0.1% | +9.6% | -9.7% | -1.1% |
| 3M | +0.7% | +18.6% | -17.9% | -1.6% |
| 6M | +1.5% | +92.1% | -90.6% | -6.0% |
| YTD | +1.9% | +158.5% | -156.5% | -8.6% |
| 1Y | +3.7% | +271.9% | -268.2% | -10.6% |
| 3Y | +26.5% | +465.2% | -438.8% | +2.7% |
| 5Y | +19.0% | +479.4% | -460.5% | -5.1% |
| 10Y | +56.5% | +992.0% | -935.5% | +12.9% |
| All | +153.0% | +2,587.5% | -2,434.5% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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