+56.5%
HYG vs BURL
+188.6%
-132.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +0.3% |
| 7D | -0.2% | -7.0% | +6.8% | +0.4% |
| 30D | -0.1% | -35.6% | +35.5% | +3.5% |
| 3M | +0.7% | -26.3% | +27.0% | +3.0% |
| 6M | +1.5% | -20.7% | +22.2% | +3.1% |
| YTD | +1.9% | -17.2% | +19.1% | +3.0% |
| 1Y | +3.7% | -15.0% | +18.8% | +4.4% |
| 3Y | +26.5% | +53.2% | -26.8% | +19.1% |
| 5Y | +19.0% | -18.7% | +37.7% | +16.3% |
| 10Y | +56.5% | +192.1% | -135.6% | +37.1% |
| All | +56.5% | +188.6% | -132.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BURL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling