+26.7%
HYG vs QLD
+185.1%
-158.4%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | 0.0% | +3.0% | -2.9% | -0.2% |
| 30D | -0.1% | -1.8% | +1.8% | +0.1% |
| 3M | +1.0% | -1.8% | +2.8% | +0.9% |
| 6M | +2.3% | +36.9% | -34.6% | -0.9% |
| YTD | +2.1% | +28.7% | -26.6% | -0.6% |
| 1Y | +3.8% | +41.9% | -38.1% | 0.0% |
| 3Y | +26.7% | +184.2% | -157.5% | +11.1% |
| All | +26.7% | +185.1% | -158.4% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling