+107.9%
LQD vs HBM
+654.4%
-546.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.1% |
| 7D | +0.2% | +7.4% | -7.1% | +0.1% |
| 30D | -0.6% | +5.1% | -5.6% | -0.7% |
| 3M | -1.2% | +11.1% | -12.3% | -1.4% |
| 6M | -1.9% | +30.2% | -32.2% | -2.5% |
| YTD | -1.3% | +46.2% | -47.5% | -2.1% |
| 1Y | -1.0% | +120.0% | -121.1% | -2.5% |
| 3Y | +15.2% | +527.4% | -512.2% | +11.4% |
| 5Y | -4.4% | +400.4% | -404.8% | -7.7% |
| 10Y | +22.6% | +621.5% | -598.9% | +16.5% |
| All | +107.9% | +654.4% | -546.5% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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