+72.7%
HYG vs BURL
+1,051.1%
-978.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.3% |
| 7D | -0.2% | -2.8% | +2.6% | 0.0% |
| 30D | +0.1% | -28.2% | +28.3% | +2.5% |
| 3M | +0.7% | -17.6% | +18.2% | +2.0% |
| 6M | +1.5% | -11.8% | +13.2% | +2.1% |
| YTD | +2.2% | -8.1% | +10.3% | +2.4% |
| 1Y | +3.9% | -12.0% | +15.8% | +4.3% |
| 3Y | +26.0% | +63.3% | -37.3% | +19.0% |
| 5Y | +19.2% | -10.8% | +30.0% | +15.8% |
| 10Y | +54.8% | +215.9% | -161.1% | +36.5% |
| All | +72.7% | +1,051.1% | -978.4% | +48.8% |
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