-2.2%
LQD vs THC
+33.0%
-35.2%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.9% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -1.1% | +1.5% | -2.7% | -1.2% |
| 3M | -2.3% | +59.9% | -62.2% | -3.2% |
| 6M | -2.9% | +11.0% | -13.9% | -3.1% |
| YTD | -2.3% | +32.6% | -34.9% | -2.7% |
| 1Y | -2.2% | +37.4% | -39.6% | -2.6% |
| All | -2.2% | +33.0% | -35.2% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling