+15.3%
LQD vs HD
+1.8%
+13.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | 0.0% | -1.8% | +1.8% | +0.2% |
| 30D | -0.2% | -10.8% | +10.6% | +1.4% |
| 3M | -1.7% | -2.7% | +1.0% | -1.5% |
| 6M | -2.7% | -10.3% | +7.6% | -1.4% |
| YTD | -1.4% | -7.8% | +6.4% | -0.7% |
| 1Y | -1.0% | -23.1% | +22.1% | +2.7% |
| All | +15.3% | +1.8% | +13.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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