+14.2%
LQD vs HPE
+284.9%
-270.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.5% | -0.3% |
| 7D | -1.1% | +19.4% | -20.5% | -1.5% |
| 30D | -1.3% | +5.6% | -6.9% | -1.4% |
| 3M | -3.2% | +33.1% | -36.3% | -3.9% |
| 6M | -2.1% | +192.5% | -194.6% | -4.7% |
| YTD | -2.4% | +160.9% | -163.3% | -4.7% |
| 1Y | -2.7% | +155.0% | -157.6% | -5.0% |
| 3Y | +14.2% | +289.4% | -275.2% | +9.0% |
| All | +14.2% | +284.9% | -270.7% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 3y: compounded portfolio wealth divided by compounded HPE 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…
3y analysis · Full analysis span regression · 6 months rolling