+43.5%
LQD vs HLT
+641.8%
-598.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | -1.6% | +0.5% | -1.0% |
| 30D | -1.3% | -5.0% | +3.7% | -1.0% |
| 3M | -3.2% | -10.4% | +7.2% | -2.7% |
| 6M | -2.1% | +3.2% | -5.4% | -2.4% |
| YTD | -2.4% | +6.7% | -9.1% | -2.8% |
| 1Y | -2.7% | +10.3% | -12.9% | -3.3% |
| 3Y | +14.2% | +99.3% | -85.1% | +9.9% |
| 5Y | -5.8% | +143.7% | -149.5% | -10.6% |
| 10Y | +22.2% | +584.7% | -562.6% | +12.9% |
| All | +43.5% | +641.8% | -598.3% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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