-6.0%
LQD vs HL
+235.2%
-241.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.1% | -4.4% | +3.3% | -0.9% |
| 30D | -1.3% | +9.3% | -10.6% | -1.7% |
| 3M | -3.2% | +32.0% | -35.2% | -4.3% |
| 6M | -2.1% | -6.4% | +4.3% | -2.3% |
| YTD | -2.4% | +3.1% | -5.5% | -3.2% |
| 1Y | -2.7% | +77.6% | -80.2% | -6.0% |
| 3Y | +14.2% | +392.8% | -378.6% | +3.1% |
| All | -6.0% | +235.2% | -241.2% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling