+189.5%
LQD vs HRB
+332.1%
-142.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.1% |
| 7D | 0.0% | -10.6% | +10.6% | +0.1% |
| 30D | -0.2% | -0.8% | +0.6% | -0.2% |
| 3M | -1.7% | +19.1% | -20.7% | -2.0% |
| 6M | -2.7% | +48.7% | -51.4% | -3.5% |
| YTD | -1.4% | +7.1% | -8.5% | -1.7% |
| 1Y | -1.0% | -8.3% | +7.3% | -1.0% |
| 3Y | +15.1% | +25.8% | -10.8% | +14.4% |
| 5Y | -5.2% | +111.1% | -116.3% | -6.5% |
| 10Y | +23.3% | +206.6% | -183.3% | +20.4% |
| All | +189.5% | +332.1% | -142.6% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling