-6.0%
LQD vs HRB
+114.1%
-120.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -1.1% | -8.0% | +6.9% | -0.9% |
| 30D | -1.3% | -16.0% | +14.7% | -0.8% |
| 3M | -3.2% | +26.9% | -30.1% | -4.0% |
| 6M | -2.1% | +51.1% | -53.3% | -3.5% |
| YTD | -2.4% | +7.1% | -9.4% | -2.4% |
| 1Y | -2.7% | -9.6% | +6.9% | -2.0% |
| 3Y | +14.2% | +25.4% | -11.2% | +13.0% |
| All | -6.0% | +114.1% | -120.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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