-12.3%
BURL vs HRB
+11.7%
-23.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +0.4% | -7.8% | +8.2% | +0.8% |
| 30D | -4.3% | +15.7% | -20.1% | -4.5% |
| 3M | -28.8% | -5.5% | -23.3% | -28.8% |
| 6M | -12.8% | +41.1% | -53.9% | -12.4% |
| YTD | -12.8% | +20.4% | -33.2% | -8.6% |
| 1Y | -12.3% | +15.2% | -27.5% | -7.1% |
| All | -12.3% | +11.7% | -23.9% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling