+185.6%
LQD vs THC
+59.7%
+125.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -1.5% | +0.1% | -1.7% | -1.5% |
| 30D | +0.9% | +7.5% | -6.6% | +0.8% |
| 3M | -1.7% | +7.5% | -9.2% | -1.8% |
| 6M | -2.8% | +46.4% | -49.2% | -3.3% |
| YTD | -2.8% | +44.4% | -47.1% | -3.3% |
| 1Y | -2.8% | +43.4% | -46.2% | -3.3% |
| 3Y | +15.5% | +433.3% | -417.8% | +12.9% |
| 5Y | -4.9% | +262.5% | -267.5% | -7.0% |
| 10Y | +24.9% | +1,871.5% | -1,846.7% | +20.5% |
| All | +185.6% | +59.7% | +125.9% | +171.1% |
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