+186.9%
LQD vs DHR
+3,125.9%
-2,939.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -1.1% | -5.0% | +3.9% | -0.9% |
| 30D | -1.1% | -3.3% | +2.2% | -1.0% |
| 3M | -2.3% | +9.4% | -11.8% | -2.7% |
| 6M | -2.9% | +3.2% | -6.0% | -3.1% |
| YTD | -2.3% | -12.0% | +9.7% | -2.0% |
| 1Y | -2.2% | +4.9% | -7.1% | -2.5% |
| 3Y | +14.0% | -7.4% | +21.4% | +13.9% |
| 5Y | -5.8% | -29.8% | +24.0% | -5.5% |
| 10Y | +22.2% | +209.1% | -186.9% | +20.8% |
| All | +186.9% | +3,125.9% | -2,939.0% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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