+185.6%
LQD vs HST
+441.0%
-255.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -1.5% | +3.6% | -5.2% | -1.6% |
| 30D | +0.9% | +9.9% | -9.0% | +0.7% |
| 3M | -1.7% | +12.9% | -14.6% | -1.9% |
| 6M | -2.8% | +22.9% | -25.6% | -3.1% |
| YTD | -2.8% | +52.4% | -55.2% | -3.5% |
| 1Y | -2.8% | +52.5% | -55.3% | -3.5% |
| 3Y | +15.5% | +87.4% | -72.0% | +14.1% |
| 5Y | -4.9% | +82.9% | -87.9% | -6.2% |
| 10Y | +24.9% | +134.8% | -109.9% | +22.4% |
| All | +185.6% | +441.0% | -255.4% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling