+187.9%
LQD vs HAS
+1,902.5%
-1,714.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +0.2% | +3.3% | -3.1% | +0.1% |
| 30D | +1.8% | +30.5% | -28.7% | +1.1% |
| 3M | -0.7% | +29.9% | -30.6% | -1.5% |
| 6M | -2.6% | +26.5% | -29.1% | -3.3% |
| YTD | -2.0% | +51.9% | -53.9% | -3.2% |
| 1Y | -1.7% | +60.9% | -62.6% | -3.1% |
| 3Y | +16.4% | +215.0% | -198.6% | +12.6% |
| 5Y | -4.6% | +51.5% | -56.1% | -6.5% |
| 10Y | +25.3% | +102.2% | -76.9% | +21.2% |
| All | +187.9% | +1,902.5% | -1,714.6% | +187.4% |
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