+63.2%
HAS vs BURL
-9.1%
+72.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | +30.9% | -4.4% | +35.3% | +31.2% |
| 3M | +28.8% | -28.6% | +57.3% | +31.7% |
| 6M | +32.3% | -12.3% | +44.6% | +35.1% |
| YTD | +54.7% | -11.3% | +66.0% | +59.1% |
| 1Y | +63.2% | -10.4% | +73.7% | +67.7% |
| All | +63.2% | -9.1% | +72.3% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling