+15.2%
LQD vs HAS
+212.5%
-197.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.2% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +0.5% | +26.3% | -25.8% | -0.8% |
| 3M | -2.3% | +25.6% | -27.9% | -3.6% |
| 6M | -3.1% | +30.3% | -33.3% | -4.6% |
| YTD | -3.0% | +50.4% | -53.3% | -5.6% |
| 1Y | -2.6% | +57.7% | -60.3% | -5.5% |
| 3Y | +15.2% | +213.4% | -198.2% | +6.7% |
| All | +15.2% | +212.5% | -197.3% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling