+100.5%
HAS vs BURL
+252.7%
-152.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -0.2% | +4.1% | -4.2% | -1.3% |
| 30D | +31.0% | -9.5% | +40.5% | +34.3% |
| 3M | +30.7% | -33.5% | +64.2% | +45.2% |
| 6M | +23.9% | -22.1% | +46.0% | +30.9% |
| YTD | +48.3% | -14.6% | +62.9% | +51.8% |
| 1Y | +60.2% | -8.4% | +68.6% | +59.6% |
| 3Y | +189.2% | +86.6% | +102.7% | +126.7% |
| 5Y | +50.4% | -17.2% | +67.6% | +42.7% |
| All | +100.5% | +252.7% | -152.2% | +37.6% |
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