+151.7%
HYG vs BLDR
+326.5%
-174.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | -0.7% | -8.2% | +7.5% | -0.2% |
| 30D | -0.7% | -16.6% | +15.9% | +0.3% |
| 3M | -0.2% | -23.2% | +23.0% | +1.1% |
| 6M | +1.4% | -33.7% | +35.2% | +3.5% |
| YTD | +1.5% | -41.3% | +42.8% | +4.1% |
| 1Y | +2.9% | -58.8% | +61.7% | +7.6% |
| 3Y | +25.6% | -57.5% | +83.1% | +29.7% |
| 5Y | +18.6% | +12.9% | +5.7% | +14.6% |
| 10Y | +55.7% | +378.4% | -322.6% | +35.5% |
| All | +151.7% | +326.5% | -174.8% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling