-5.2%
LQD vs HUT
+78.5%
-83.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.1% |
| 7D | 0.0% | +18.9% | -18.9% | -0.3% |
| 30D | -0.2% | +12.0% | -12.2% | -0.4% |
| 3M | -1.7% | -14.9% | +13.2% | -1.6% |
| 6M | -2.7% | +96.8% | -99.5% | -4.1% |
| YTD | -1.4% | +108.8% | -110.2% | -3.1% |
| 1Y | -1.0% | +227.4% | -228.4% | -3.8% |
| 3Y | +15.1% | +760.3% | -745.2% | +7.5% |
| 5Y | -5.2% | +86.1% | -91.3% | -12.2% |
| All | -5.2% | +78.5% | -83.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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