+124.4%
LQD vs XHB
+163.2%
-38.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | 0.0% | -1.9% | +1.9% | +0.1% |
| 30D | -0.2% | -8.3% | +8.1% | +0.3% |
| 3M | -1.7% | -7.1% | +5.5% | -1.3% |
| 6M | -2.7% | -5.3% | +2.6% | -2.5% |
| YTD | -1.4% | -3.2% | +1.8% | -1.4% |
| 1Y | -1.0% | -13.9% | +12.9% | -0.4% |
| 3Y | +15.1% | +24.9% | -9.9% | +13.4% |
| 5Y | -5.2% | +34.5% | -39.7% | -7.3% |
| 10Y | +23.3% | +215.5% | -192.1% | +17.3% |
| All | +124.4% | +163.2% | -38.8% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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