+42.5%
HAL vs BURL
-15.9%
+58.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.3% | -2.8% |
| 7D | -11.1% | +3.5% | -14.6% | -11.6% |
| 30D | -2.4% | -9.3% | +6.8% | -1.2% |
| 3M | +0.8% | -32.1% | +32.9% | +6.7% |
| 6M | -22.8% | -19.8% | -3.0% | -21.0% |
| YTD | +14.5% | -13.2% | +27.7% | +15.0% |
| 1Y | +20.2% | -7.8% | +28.0% | +19.0% |
| 3Y | -15.2% | +89.3% | -104.5% | -26.5% |
| 5Y | +42.5% | -15.8% | +58.4% | +44.7% |
| All | +42.5% | -15.9% | +58.4% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling