+25.2%
LQD vs HST
+133.7%
-108.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.6% | +3.6% | -5.2% | -1.8% |
| 30D | +0.5% | +11.2% | -10.7% | 0.0% |
| 3M | -2.3% | +13.1% | -15.4% | -2.9% |
| 6M | -3.1% | +23.9% | -27.0% | -4.1% |
| YTD | -3.0% | +52.3% | -55.3% | -5.0% |
| 1Y | -2.6% | +56.7% | -59.2% | -4.7% |
| 3Y | +15.2% | +87.5% | -72.3% | +11.3% |
| 5Y | -5.2% | +82.8% | -88.0% | -8.6% |
| All | +25.2% | +133.7% | -108.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling