+22.2%
LQD vs HDB
+42.1%
-19.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.9% | -6.9% | -0.5% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | -1.3% | +1.0% | -2.3% | -1.4% |
| 3M | -3.2% | -2.0% | -1.2% | -3.2% |
| 6M | -2.1% | -18.1% | +16.0% | -1.1% |
| YTD | -2.4% | -36.1% | +33.8% | +0.2% |
| 1Y | -2.7% | -34.0% | +31.4% | -0.4% |
| 3Y | +14.2% | -26.7% | +40.9% | +15.6% |
| 5Y | -5.8% | -33.9% | +28.1% | -4.6% |
| All | +22.2% | +42.1% | -19.9% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling