-14.6%
HAL vs BURL
+1,021.0%
-1,035.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.7% | -10.8% | -5.3% |
| 7D | -7.7% | +10.4% | -18.1% | -10.4% |
| 30D | +0.7% | -4.9% | +5.6% | +1.7% |
| 3M | +2.5% | -29.8% | +32.2% | +12.1% |
| 6M | -20.7% | -16.5% | -4.2% | -18.3% |
| YTD | +18.4% | -10.5% | +28.9% | +18.5% |
| 1Y | +25.6% | -5.3% | +30.9% | +22.8% |
| 3Y | -12.3% | +95.1% | -107.4% | -34.5% |
| 5Y | +48.4% | -12.1% | +60.4% | +36.1% |
| 10Y | -13.7% | +273.2% | -286.8% | -45.4% |
| All | -14.6% | +1,021.0% | -1,035.6% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling