-4.4%
LQD vs THC
+248.0%
-252.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +0.2% | -2.6% | +2.8% | +0.4% |
| 30D | -0.6% | -1.2% | +0.6% | -0.5% |
| 3M | -1.2% | +58.9% | -60.1% | -3.6% |
| 6M | -1.9% | +9.3% | -11.3% | -2.5% |
| YTD | -1.3% | +30.4% | -31.6% | -2.8% |
| 1Y | -1.0% | +34.6% | -35.6% | -2.9% |
| 3Y | +15.2% | +246.7% | -231.4% | +6.0% |
| 5Y | -4.4% | +244.5% | -249.0% | -13.3% |
| All | -4.4% | +248.0% | -252.4% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling