+189.9%
LQD vs HST
+363.2%
-173.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.4% | -1.0% | +0.6% | -0.4% |
| 30D | -0.8% | -12.3% | +11.5% | -0.5% |
| 3M | -1.9% | -6.4% | +4.4% | -1.8% |
| 6M | -2.7% | +15.0% | -17.7% | -2.9% |
| YTD | -1.3% | +30.5% | -31.8% | -1.7% |
| 1Y | 0.0% | +35.7% | -35.7% | -0.6% |
| 3Y | +14.9% | +68.4% | -53.5% | +13.8% |
| 5Y | -4.6% | +73.1% | -77.7% | -5.6% |
| 10Y | +22.0% | +92.7% | -70.7% | +19.9% |
| All | +189.9% | +363.2% | -173.3% | +187.3% |
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 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