+123.6%
HOOD vs LQD
-6.5%
+130.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -3.9% |
| 7D | -3.8% | -1.6% | -2.1% | -1.0% |
| 30D | -23.0% | +0.5% | -23.5% | -23.6% |
| 3M | -21.6% | -2.3% | -19.3% | -18.4% |
| 6M | +1.4% | -3.1% | +4.5% | +7.3% |
| YTD | -31.2% | -3.0% | -28.2% | -26.9% |
| 1Y | -35.9% | -2.6% | -33.4% | -32.3% |
| 3Y | +836.9% | +15.2% | +821.8% | +668.0% |
| 5Y | +121.1% | -5.2% | +126.3% | +112.4% |
| All | +123.6% | -6.5% | +130.1% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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