+25.5%
LQD vs HWM
+1,503.5%
-1,478.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -1.5% | +11.1% | -12.7% | -1.8% |
| 30D | +0.9% | +3.0% | -2.1% | +0.7% |
| 3M | -1.7% | -20.7% | +19.0% | -1.1% |
| 6M | -2.8% | -17.2% | +14.4% | -2.3% |
| YTD | -2.8% | +9.1% | -11.8% | -3.2% |
| 1Y | -2.8% | +9.0% | -11.8% | -3.2% |
| 3Y | +15.5% | +353.8% | -338.4% | +9.7% |
| 5Y | -4.9% | +608.0% | -613.0% | -10.9% |
| All | +25.5% | +1,503.5% | -1,478.0% | +15.9% |
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