+150.1%
HYG vs QLD
+6,592.4%
-6,442.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.5% |
| 7D | -0.2% | -1.2% | +1.0% | -0.2% |
| 30D | +0.6% | -15.7% | +16.3% | +2.8% |
| 3M | -1.2% | -10.0% | +8.8% | -0.1% |
| 6M | -0.4% | -11.2% | +10.8% | +0.4% |
| YTD | +0.8% | +16.4% | -15.5% | -2.7% |
| 1Y | +1.7% | +12.7% | -11.0% | -1.5% |
| 3Y | +24.7% | +152.3% | -127.6% | +4.0% |
| 5Y | +18.4% | +91.8% | -73.4% | -0.8% |
| 10Y | +57.6% | +1,520.2% | -1,462.6% | -13.9% |
| All | +150.1% | +6,592.4% | -6,442.3% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling