+39.7%
HAL vs BURL
-17.2%
+56.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -12.0% | +4.1% | -16.0% | -12.6% |
| 30D | +0.3% | -9.5% | +9.7% | +1.6% |
| 3M | -1.6% | -33.5% | +31.9% | +4.5% |
| 6M | -20.5% | -22.1% | +1.6% | -18.2% |
| YTD | +14.2% | -14.6% | +28.8% | +15.0% |
| 1Y | +18.9% | -8.4% | +27.2% | +17.7% |
| 3Y | -13.7% | +86.6% | -100.3% | -25.2% |
| All | +39.7% | -17.2% | +56.9% | +41.5% |
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