+184.9%
LQD vs THC
+59.3%
+125.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | +0.5% | +5.3% | -4.8% | +0.5% |
| 3M | -2.3% | +7.1% | -9.4% | -2.4% |
| 6M | -3.1% | +46.0% | -49.1% | -3.6% |
| YTD | -3.0% | +43.9% | -46.9% | -3.5% |
| 1Y | -2.6% | +45.4% | -48.0% | -3.1% |
| 3Y | +15.2% | +421.3% | -406.1% | +12.7% |
| 5Y | -5.2% | +261.5% | -266.6% | -7.2% |
| 10Y | +24.6% | +1,865.8% | -1,841.3% | +20.2% |
| All | +184.9% | +59.3% | +125.7% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling