+56.8%
HYG vs QLD
+1,536.4%
-1,479.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.3% |
| 7D | -0.2% | -1.2% | +1.0% | -0.2% |
| 30D | +0.1% | -15.7% | +15.8% | +1.9% |
| 3M | -1.7% | -10.0% | +8.3% | -0.8% |
| 6M | -0.9% | -11.2% | +10.3% | -0.2% |
| YTD | +0.3% | +16.4% | -16.1% | -2.7% |
| 1Y | +1.2% | +12.7% | -11.5% | -1.6% |
| 3Y | +24.0% | +152.3% | -128.3% | +6.1% |
| 5Y | +17.8% | +91.8% | -74.0% | +0.8% |
| 10Y | +56.8% | +1,520.2% | -1,463.5% | -3.7% |
| All | +56.8% | +1,536.4% | -1,479.6% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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