-5.2%
LQD vs HST
+75.9%
-81.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -0.2% | -2.8% | +2.6% | 0.0% |
| 3M | -1.7% | -6.5% | +4.8% | -1.3% |
| 6M | -2.7% | +20.7% | -23.4% | -4.0% |
| YTD | -1.4% | +30.5% | -31.9% | -3.3% |
| 1Y | -1.0% | +36.8% | -37.8% | -3.3% |
| 3Y | +15.1% | +65.9% | -50.8% | +10.5% |
| 5Y | -5.2% | +73.9% | -79.1% | -8.8% |
| All | -5.2% | +75.9% | -81.1% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling