+110.9%
LQD vs HYG
+151.7%
-40.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | -1.3% | -0.7% | -0.6% | -1.0% |
| 3M | -3.2% | -0.2% | -3.0% | -3.1% |
| 6M | -2.1% | +1.4% | -3.6% | -2.6% |
| YTD | -2.4% | +1.5% | -3.8% | -2.8% |
| 1Y | -2.7% | +2.9% | -5.6% | -3.7% |
| 3Y | +14.2% | +25.6% | -11.5% | +5.4% |
| 5Y | -5.8% | +18.6% | -24.4% | -11.6% |
| 10Y | +22.2% | +55.7% | -33.6% | +5.8% |
| All | +110.9% | +151.7% | -40.9% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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