+25.5%
LQD vs HAS
+99.1%
-73.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.8% |
| 7D | -1.5% | +1.6% | -3.2% | -1.6% |
| 30D | +0.9% | +26.6% | -25.7% | -0.5% |
| 3M | -1.7% | +29.0% | -30.7% | -3.1% |
| 6M | -2.8% | +30.6% | -33.4% | -4.4% |
| YTD | -2.8% | +51.5% | -54.3% | -5.3% |
| 1Y | -2.8% | +58.5% | -61.3% | -5.6% |
| 3Y | +15.5% | +214.1% | -198.6% | +7.3% |
| 5Y | -4.9% | +50.2% | -55.2% | -8.6% |
| All | +25.5% | +99.1% | -73.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling