+14.2%
LQD vs HAL
-7.2%
+21.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.9% |
| 7D | -1.1% | -3.3% | +2.2% | -1.1% |
| 30D | -1.1% | +7.2% | -8.3% | -1.2% |
| 3M | -2.3% | -8.8% | +6.4% | -2.2% |
| 6M | -2.9% | +3.0% | -5.9% | -3.0% |
| YTD | -2.3% | +29.4% | -31.7% | -2.7% |
| 1Y | -2.2% | +62.8% | -65.0% | -2.9% |
| All | +14.2% | -7.2% | +21.5% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling