-4.4%
LQD vs HAS
+10.2%
-14.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | +0.2% | -3.1% | +3.3% | +0.4% |
| 30D | -0.6% | -2.7% | +2.1% | -0.4% |
| 3M | -1.2% | +8.9% | -10.1% | -1.8% |
| 6M | -1.9% | -2.9% | +1.0% | -1.9% |
| YTD | -1.3% | +12.6% | -13.9% | -2.3% |
| 1Y | -1.0% | +17.5% | -18.5% | -2.3% |
| 3Y | +15.2% | +46.2% | -31.0% | +11.3% |
| 5Y | -4.4% | +12.6% | -17.0% | -6.7% |
| All | -4.4% | +10.2% | -14.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling