+185.6%
LQD vs HAS
+1,896.9%
-1,711.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -1.7% | +29.0% | -30.7% | -2.4% |
| 6M | -2.8% | +30.6% | -33.4% | -3.6% |
| YTD | -2.8% | +51.5% | -54.3% | -4.0% |
| 1Y | -2.8% | +58.5% | -61.3% | -4.1% |
| 3Y | +15.5% | +214.1% | -198.6% | +11.7% |
| 5Y | -4.9% | +50.2% | -55.2% | -6.9% |
| 10Y | +24.9% | +100.0% | -75.2% | +20.8% |
| All | +185.6% | +1,896.9% | -1,711.4% | +185.1% |
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