+69.9%
HYG vs BURL
+1,015.7%
-945.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.9% | +0.1% |
| 7D | +0.8% | +7.7% | -6.9% | +0.2% |
| 30D | +0.4% | -7.1% | +7.5% | +0.9% |
| 3M | -1.7% | -30.3% | +28.6% | +0.8% |
| 6M | -0.9% | -15.5% | +14.7% | 0.0% |
| YTD | +0.5% | -11.0% | +11.5% | +0.8% |
| 1Y | +1.8% | -8.4% | +10.2% | +1.8% |
| 3Y | +24.9% | +96.7% | -71.8% | +16.1% |
| 5Y | +17.2% | -14.1% | +31.2% | +14.1% |
| 10Y | +53.6% | +255.1% | -201.5% | +34.7% |
| All | +69.9% | +1,015.7% | -945.8% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling