-4.1%
HAL vs BURL
+1,051.1%
-1,055.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.3% |
| 7D | +2.9% | -2.8% | +5.7% | +3.7% |
| 30D | +17.0% | -28.2% | +45.2% | +28.2% |
| 3M | -9.7% | -17.6% | +7.9% | -5.3% |
| 6M | +8.6% | -11.8% | +20.4% | +10.3% |
| YTD | +33.0% | -8.1% | +41.1% | +33.1% |
| 1Y | +68.3% | -12.0% | +80.3% | +69.3% |
| 3Y | +0.1% | +63.3% | -63.2% | -20.6% |
| 5Y | +102.6% | -10.8% | +113.4% | +86.2% |
| 10Y | +3.8% | +215.9% | -212.1% | -32.0% |
| All | -4.1% | +1,051.1% | -1,055.2% | -48.1% |
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