-15.9%
BURL vs HRB
+145.8%
-161.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.0% |
| 7D | +4.1% | +2.7% | +1.4% | +3.7% |
| 30D | -9.5% | +22.1% | -31.5% | -12.0% |
| 3M | -33.5% | +15.7% | -49.2% | -35.1% |
| 6M | -22.1% | +83.3% | -105.4% | -29.8% |
| YTD | -14.6% | +25.0% | -39.6% | -17.2% |
| 1Y | -8.4% | +6.9% | -15.3% | -8.3% |
| 3Y | +86.6% | +39.0% | +47.5% | +68.7% |
| All | -15.9% | +145.8% | -161.7% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling