+14.2%
LQD vs HCA
+59.6%
-45.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -1.1% | +5.4% | -6.5% | -1.4% |
| 30D | -1.3% | +3.0% | -4.3% | -1.5% |
| 3M | -3.2% | +13.0% | -16.2% | -4.0% |
| 6M | -2.1% | -20.3% | +18.1% | -0.8% |
| YTD | -2.4% | -8.2% | +5.9% | -2.0% |
| 1Y | -2.7% | +6.7% | -9.4% | -3.5% |
| 3Y | +14.2% | +60.4% | -46.2% | +8.1% |
| All | +14.2% | +59.6% | -45.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 3y: compounded portfolio wealth divided by compounded HCA 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…
3y analysis · Full analysis span regression · 6 months rolling