+22.2%
LQD vs THC
+1,022.1%
-999.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -1.3% | -1.2% | -0.1% | -1.3% |
| 3M | -3.2% | +52.3% | -55.5% | -4.6% |
| 6M | -2.1% | +12.4% | -14.5% | -2.6% |
| YTD | -2.4% | +32.7% | -35.0% | -3.4% |
| 1Y | -2.7% | +36.4% | -39.0% | -3.9% |
| 3Y | +14.2% | +259.3% | -245.1% | +8.9% |
| 5Y | -5.8% | +262.7% | -268.5% | -11.0% |
| All | +22.2% | +1,022.1% | -999.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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