+101.5%
HAS vs BURL
+258.4%
-156.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -0.9% |
| 7D | 0.0% | +3.5% | -3.5% | -1.0% |
| 30D | +31.3% | -9.3% | +40.6% | +34.5% |
| 3M | +32.1% | -32.1% | +64.2% | +46.0% |
| 6M | +28.1% | -19.8% | +47.9% | +34.3% |
| YTD | +49.1% | -13.2% | +62.3% | +52.0% |
| 1Y | +60.5% | -7.8% | +68.4% | +59.7% |
| 3Y | +183.9% | +89.3% | +94.6% | +121.6% |
| 5Y | +51.2% | -15.8% | +67.0% | +42.8% |
| All | +101.5% | +258.4% | -156.9% | +37.7% |
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 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