-5.2%
LQD vs HD
+6.0%
-11.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | -1.7% | -2.7% | +1.0% | -1.4% |
| 6M | -2.7% | -10.3% | +7.6% | -1.3% |
| YTD | -1.4% | -7.8% | +6.4% | -0.6% |
| 1Y | -1.0% | -23.1% | +22.1% | +2.7% |
| 3Y | +15.1% | +2.0% | +13.1% | +13.1% |
| 5Y | -5.2% | +6.2% | -11.4% | -9.0% |
| All | -5.2% | +6.0% | -11.2% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling