+56.5%
HYG vs QLD
+1,665.6%
-1,609.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.2% | +1.9% | -2.1% | -0.4% |
| 30D | -0.1% | -1.8% | +1.7% | +0.1% |
| 3M | +0.7% | -0.1% | +0.8% | +0.3% |
| 6M | +1.5% | +32.6% | -31.0% | -2.7% |
| YTD | +1.9% | +27.9% | -26.0% | -2.0% |
| 1Y | +3.7% | +40.3% | -36.5% | -1.7% |
| 3Y | +26.5% | +182.5% | -156.0% | +6.7% |
| 5Y | +19.0% | +122.5% | -103.6% | 0.0% |
| 10Y | +56.5% | +1,728.6% | -1,672.1% | -8.5% |
| All | +56.5% | +1,665.6% | -1,609.1% | -8.5% |
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