-4.9%
LQD vs HAL
+108.8%
-113.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | -0.2% | +10.9% | -11.1% | -0.2% |
| 3M | -1.7% | -5.8% | +4.2% | -1.7% |
| 6M | -2.7% | +8.1% | -10.8% | -2.7% |
| YTD | -1.4% | +33.2% | -34.6% | -1.5% |
| 1Y | -1.0% | +74.2% | -75.2% | -1.2% |
| 3Y | +15.1% | -3.7% | +18.7% | +14.5% |
| All | -4.9% | +108.8% | -113.7% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling