+26.0%
LQD vs HST
+143.8%
-117.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.5% | -1.3% | +0.7% | -0.5% |
| 30D | +1.7% | +13.4% | -11.6% | +1.1% |
| 3M | -0.7% | +16.7% | -17.4% | -1.5% |
| 6M | -2.2% | +24.0% | -26.3% | -3.3% |
| YTD | -1.9% | +54.0% | -55.9% | -4.0% |
| 1Y | -2.0% | +55.0% | -57.1% | -4.2% |
| 3Y | +16.5% | +89.3% | -72.9% | +12.6% |
| 5Y | -4.2% | +85.4% | -89.6% | -7.7% |
| 10Y | +26.0% | +137.1% | -111.2% | +18.4% |
| All | +26.0% | +143.8% | -117.8% | +18.4% |
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