+255.1%
BURL vs HRB
+246.2%
+8.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.5% | +4.9% |
| 7D | +7.7% | -2.4% | +10.1% | +8.3% |
| 30D | -7.1% | +15.7% | -22.9% | -10.1% |
| 3M | -30.3% | +11.4% | -41.7% | -32.3% |
| 6M | -15.5% | +40.7% | -56.3% | -22.6% |
| YTD | -11.0% | +21.0% | -31.9% | -16.3% |
| 1Y | -8.4% | +7.2% | -15.7% | -11.3% |
| 3Y | +96.7% | +29.2% | +67.5% | +76.7% |
| 5Y | -14.1% | +142.3% | -156.4% | -36.1% |
| 10Y | +255.1% | +253.1% | +2.0% | +123.2% |
| All | +255.1% | +246.2% | +8.8% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling