-15.8%
BURL vs HRB
+162.1%
-177.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | +3.5% | +10.7% | -7.3% | +2.0% |
| 30D | -9.3% | +29.0% | -38.3% | -12.6% |
| 3M | -32.1% | +21.0% | -53.1% | -34.1% |
| 6M | -19.8% | +86.9% | -106.8% | -27.9% |
| YTD | -13.2% | +30.5% | -43.7% | -16.4% |
| 1Y | -7.8% | +13.6% | -21.4% | -8.7% |
| 3Y | +89.3% | +42.0% | +47.3% | +71.1% |
| 5Y | -15.8% | +157.2% | -173.1% | -34.0% |
| All | -15.8% | +162.1% | -177.9% | -34.0% |
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