+22.2%
LQD vs HST
+109.4%
-87.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | -1.1% | -0.7% | -0.5% | -1.1% |
| 3M | -2.3% | -4.0% | +1.7% | -2.2% |
| 6M | -2.9% | +20.7% | -23.6% | -3.8% |
| YTD | -2.3% | +31.0% | -33.4% | -3.6% |
| 1Y | -2.2% | +36.2% | -38.4% | -3.7% |
| 3Y | +14.0% | +66.6% | -52.6% | +10.9% |
| 5Y | -5.8% | +75.8% | -81.6% | -8.8% |
| All | +22.2% | +109.4% | -87.2% | +15.3% |
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