-2.7%
LQD vs HAL
+62.9%
-65.5%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -1.1% | -3.3% | +2.2% | -1.1% |
| 30D | -1.3% | +8.2% | -9.4% | -1.2% |
| 3M | -3.2% | -9.4% | +6.2% | -3.2% |
| 6M | -2.1% | +0.6% | -2.8% | -2.2% |
| YTD | -2.4% | +28.6% | -30.9% | -2.4% |
| 1Y | -2.7% | +63.9% | -66.6% | -2.7% |
| All | -2.7% | +62.9% | -65.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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