+184.9%
LQD vs PH
+5,401.5%
-5,216.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.6% | +4.1% | -5.8% | -1.7% |
| 30D | +0.5% | -0.1% | +0.6% | +0.5% |
| 3M | -2.3% | -9.6% | +7.3% | -2.1% |
| 6M | -3.1% | +8.5% | -11.6% | -3.3% |
| YTD | -3.0% | +9.4% | -12.4% | -3.3% |
| 1Y | -2.6% | +14.2% | -16.8% | -3.0% |
| 3Y | +15.2% | +134.0% | -118.9% | +12.6% |
| 5Y | -5.2% | +203.8% | -209.0% | -8.1% |
| 10Y | +24.6% | +695.6% | -671.1% | +18.7% |
| All | +184.9% | +5,401.5% | -5,216.6% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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