-10.7%
BURL vs HRB
+126.2%
-136.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +3.2% |
| 7D | -2.8% | -5.7% | +2.9% | -2.0% |
| 30D | -28.2% | +7.9% | -36.1% | -29.2% |
| 3M | -17.6% | +32.1% | -49.7% | -21.4% |
| 6M | -11.8% | +62.2% | -74.0% | -19.3% |
| YTD | -8.1% | +16.4% | -24.5% | -10.2% |
| 1Y | -12.0% | -0.3% | -11.7% | -11.1% |
| 3Y | +63.3% | +36.0% | +27.3% | +46.7% |
| All | -10.7% | +126.2% | -136.9% | -28.8% |
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