-1.4%
LQD vs DHI
+9.9%
-11.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +0.4% | +7.6% | -7.2% | -0.2% |
| 30D | +2.5% | +15.3% | -12.8% | +1.1% |
| 3M | -1.5% | +4.4% | -5.9% | -2.1% |
| 6M | -2.1% | +8.3% | -10.4% | -3.1% |
| YTD | -2.0% | +10.4% | -12.4% | -3.3% |
| 1Y | -1.4% | +9.8% | -11.2% | -2.8% |
| All | -1.4% | +9.9% | -11.3% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling