+189.5%
LQD vs HL
+670.6%
-481.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -0.2% | +18.8% | -19.0% | -0.6% |
| 3M | -1.7% | +43.7% | -45.4% | -2.5% |
| 6M | -2.7% | -1.0% | -1.6% | -2.9% |
| YTD | -1.4% | +8.7% | -10.1% | -2.0% |
| 1Y | -1.0% | +105.0% | -106.0% | -2.9% |
| 3Y | +15.1% | +427.3% | -412.2% | +10.0% |
| 5Y | -5.2% | +249.3% | -254.5% | -9.1% |
| 10Y | +23.3% | +284.2% | -260.8% | +15.8% |
| All | +189.5% | +670.6% | -481.1% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling