-2.7%
LQD vs HL
+82.6%
-85.3%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.1% | -4.4% | +3.3% | -1.0% |
| 30D | -1.3% | +9.3% | -10.6% | -1.5% |
| 3M | -3.2% | +32.0% | -35.2% | -3.7% |
| 6M | -2.1% | -6.4% | +4.3% | -2.4% |
| YTD | -2.4% | +3.1% | -5.5% | -2.8% |
| 1Y | -2.7% | +77.6% | -80.2% | -3.7% |
| All | -2.7% | +82.6% | -85.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling