+22.2%
LQD vs BHP
+496.8%
-474.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | -3.6% | +2.5% | -0.9% |
| 30D | -1.3% | -1.2% | -0.1% | -1.2% |
| 3M | -3.2% | +1.2% | -4.4% | -3.3% |
| 6M | -2.1% | +21.4% | -23.5% | -3.3% |
| YTD | -2.4% | +50.4% | -52.8% | -4.6% |
| 1Y | -2.7% | +67.5% | -70.2% | -5.5% |
| 3Y | +14.2% | +72.8% | -58.6% | +10.3% |
| 5Y | -5.8% | +112.6% | -118.4% | -10.1% |
| All | +22.2% | +496.8% | -474.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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