+189.9%
LQD vs HDB
+3,831.6%
-3,641.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | +0.2% | -2.0% | +2.3% | +0.3% |
| 30D | -0.6% | -4.9% | +4.3% | -0.5% |
| 3M | -1.2% | -2.3% | +1.1% | -1.2% |
| 6M | -1.9% | -23.7% | +21.8% | -1.3% |
| YTD | -1.3% | -38.5% | +37.2% | 0.0% |
| 1Y | -1.0% | -36.5% | +35.4% | +0.1% |
| 3Y | +15.2% | -28.5% | +43.7% | +16.0% |
| 5Y | -4.4% | -37.4% | +33.0% | -3.7% |
| 10Y | +22.6% | +34.0% | -11.4% | +21.0% |
| All | +189.9% | +3,831.6% | -3,641.6% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling