+189.5%
LQD vs BHP
+2,754.7%
-2,565.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | -0.2% | +4.0% | -4.2% | -0.3% |
| 3M | -1.7% | +11.3% | -12.9% | -2.0% |
| 6M | -2.7% | +29.3% | -32.0% | -3.5% |
| YTD | -1.4% | +59.2% | -60.6% | -2.8% |
| 1Y | -1.0% | +80.8% | -81.8% | -2.7% |
| 3Y | +15.1% | +88.0% | -72.9% | +12.7% |
| 5Y | -5.2% | +126.6% | -131.8% | -7.7% |
| 10Y | +23.3% | +515.7% | -492.4% | +17.0% |
| All | +189.5% | +2,754.7% | -2,565.2% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling