+189.9%
LQD vs HAS
+1,421.0%
-1,231.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.4% | -1.8% | +1.4% | -0.4% |
| 30D | -0.8% | +2.3% | -3.0% | -0.8% |
| 3M | -1.9% | +10.4% | -12.3% | -2.2% |
| 6M | -2.7% | -3.2% | +0.6% | -2.6% |
| YTD | -1.3% | +15.4% | -16.7% | -1.7% |
| 1Y | 0.0% | +18.8% | -18.8% | -0.6% |
| 3Y | +14.9% | +43.9% | -29.0% | +13.3% |
| 5Y | -4.6% | +13.9% | -18.5% | -5.8% |
| 10Y | +22.0% | +56.4% | -34.4% | +18.9% |
| All | +189.9% | +1,421.0% | -1,231.1% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling