-4.9%
LQD vs HAS
+51.6%
-56.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +0.2% | +3.3% | -3.1% | 0.0% |
| 30D | +1.4% | +30.5% | -29.1% | -0.2% |
| 3M | -1.1% | +29.9% | -31.0% | -2.7% |
| 6M | -2.9% | +26.5% | -29.5% | -4.4% |
| YTD | -2.3% | +51.9% | -54.3% | -5.1% |
| 1Y | -2.1% | +60.9% | -63.0% | -5.3% |
| 3Y | +15.9% | +215.0% | -199.0% | +6.6% |
| 5Y | -4.9% | +51.5% | -56.4% | -8.7% |
| All | -4.9% | +51.6% | -56.5% | -8.7% |
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