-8.8%
BURL vs HRB
+8.1%
-16.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.5% | +4.3% |
| 7D | +7.7% | -2.4% | +10.1% | +7.8% |
| 30D | -7.1% | +15.7% | -22.9% | -7.3% |
| 3M | -30.3% | +11.4% | -41.7% | -30.2% |
| 6M | -15.5% | +40.7% | -56.3% | -15.2% |
| YTD | -11.0% | +21.0% | -31.9% | -6.9% |
| All | -8.8% | +8.1% | -16.9% | -2.7% |
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