+933.1%
BURL vs HRB
+221.4%
+711.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.4% | +3.3% | +6.7% |
| 7D | +10.4% | +16.0% | -5.6% | +6.9% |
| 30D | -4.9% | +32.1% | -37.0% | -10.6% |
| 3M | -29.8% | +21.5% | -51.3% | -33.1% |
| 6M | -16.5% | +82.1% | -98.5% | -28.4% |
| YTD | -10.5% | +31.6% | -42.2% | -17.5% |
| 1Y | -5.3% | +15.9% | -21.2% | -10.1% |
| 3Y | +95.1% | +43.2% | +51.8% | +71.3% |
| 5Y | -12.1% | +166.4% | -178.4% | -35.5% |
| 10Y | +273.2% | +273.1% | 0.0% | +128.5% |
| All | +933.1% | +221.4% | +711.7% | +567.2% |
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