+18.3%
HYG vs BLDR
+10.9%
+7.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | -0.7% | -8.2% | +7.5% | 0.0% |
| 30D | -0.7% | -16.6% | +15.9% | +0.7% |
| 3M | -0.2% | -23.2% | +23.0% | +1.7% |
| 6M | +1.4% | -33.7% | +35.2% | +4.5% |
| YTD | +1.5% | -41.3% | +42.8% | +5.4% |
| 1Y | +2.9% | -58.8% | +61.7% | +10.4% |
| 3Y | +25.6% | -57.5% | +83.1% | +30.7% |
| All | +18.3% | +10.9% | +7.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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