-18.4%
HAL vs BURL
+258.4%
-276.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.3% | -2.4% |
| 7D | -11.1% | +3.5% | -14.6% | -12.2% |
| 30D | -2.4% | -9.3% | +6.8% | +0.1% |
| 3M | +0.8% | -32.1% | +32.9% | +12.2% |
| 6M | -22.8% | -19.8% | -3.0% | -19.3% |
| YTD | +14.5% | -13.2% | +27.7% | +15.6% |
| 1Y | +20.2% | -7.8% | +28.0% | +18.1% |
| 3Y | -15.2% | +89.3% | -104.5% | -38.3% |
| 5Y | +42.5% | -15.8% | +58.4% | +33.3% |
| All | -18.4% | +258.4% | -276.8% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling