+12.9%
HAS vs BURL
-11.0%
+23.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | -1.8% | -2.8% | +1.0% | -1.2% |
| 30D | +2.3% | -28.2% | +30.4% | +10.4% |
| 3M | +10.4% | -17.6% | +28.0% | +15.3% |
| 6M | -3.2% | -11.8% | +8.5% | -1.3% |
| YTD | +15.4% | -8.1% | +23.6% | +16.3% |
| 1Y | +18.8% | -12.0% | +30.8% | +20.2% |
| 3Y | +43.9% | +63.3% | -19.4% | +21.5% |
| All | +12.9% | -11.0% | +23.9% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling