+960.9%
BURL vs HRB
+184.2%
+776.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +3.5% |
| 7D | -2.8% | -5.7% | +2.9% | -1.6% |
| 30D | -28.2% | +7.9% | -36.1% | -29.7% |
| 3M | -17.6% | +32.1% | -49.7% | -23.2% |
| 6M | -11.8% | +62.2% | -74.0% | -22.5% |
| YTD | -8.1% | +16.4% | -24.5% | -12.9% |
| 1Y | -12.0% | -0.3% | -11.7% | -13.5% |
| 3Y | +63.3% | +36.0% | +27.3% | +44.7% |
| 5Y | -10.8% | +125.2% | -136.0% | -31.9% |
| 10Y | +215.9% | +237.7% | -21.8% | +98.0% |
| All | +960.9% | +184.2% | +776.7% | +604.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling