+190.7%
HAS vs BURL
+89.8%
+101.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -1.1% |
| 7D | 0.0% | +3.5% | -3.5% | -0.8% |
| 30D | +31.3% | -9.3% | +40.6% | +33.8% |
| 3M | +32.1% | -32.1% | +64.2% | +43.1% |
| 6M | +28.1% | -19.8% | +47.9% | +33.4% |
| YTD | +49.1% | -13.2% | +62.3% | +51.6% |
| 1Y | +60.5% | -7.8% | +68.4% | +59.7% |
| All | +190.7% | +89.8% | +101.0% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling