+15.3%
LQD vs HWM
+389.8%
-374.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | 0.0% | -8.0% | +8.0% | +0.2% |
| 30D | -0.2% | -18.0% | +17.8% | +0.4% |
| 3M | -1.7% | -9.5% | +7.8% | -1.5% |
| 6M | -2.7% | -8.4% | +5.7% | -2.6% |
| YTD | -1.4% | +13.6% | -15.1% | -1.9% |
| 1Y | -1.0% | +30.2% | -31.2% | -1.8% |
| All | +15.3% | +389.8% | -374.5% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling