+32.4%
LQD vs HPE
+631.3%
-598.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.3% |
| 7D | 0.0% | +13.6% | -13.7% | -0.3% |
| 30D | -0.2% | +7.7% | -7.9% | -0.4% |
| 3M | -1.7% | +22.4% | -24.1% | -2.2% |
| 6M | -2.7% | +172.6% | -175.3% | -5.1% |
| YTD | -1.4% | +147.5% | -148.9% | -3.7% |
| 1Y | -1.0% | +151.8% | -152.8% | -3.4% |
| 3Y | +15.1% | +267.1% | -252.0% | +10.8% |
| 5Y | -5.2% | +362.8% | -367.9% | -9.3% |
| 10Y | +23.3% | +540.2% | -516.8% | +16.7% |
| All | +32.4% | +631.3% | -598.9% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling