+22.8%
LQD vs HWM
+1,311.7%
-1,288.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -1.1% | -11.4% | +10.3% | -0.8% |
| 30D | -1.3% | -18.5% | +17.2% | -0.7% |
| 3M | -3.2% | -13.2% | +10.0% | -2.9% |
| 6M | -2.1% | -8.7% | +6.5% | -2.0% |
| YTD | -2.4% | +12.2% | -14.5% | -2.8% |
| 1Y | -2.7% | +24.9% | -27.6% | -3.4% |
| 3Y | +14.2% | +383.9% | -369.7% | +8.4% |
| 5Y | -5.8% | +646.1% | -652.0% | -11.7% |
| All | +22.8% | +1,311.7% | -1,288.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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