+291.3%
HAS vs BURL
+1,021.0%
-729.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.7% | -4.6% | +1.1% |
| 7D | +2.4% | +10.4% | -8.0% | -0.2% |
| 30D | +31.6% | -4.9% | +36.5% | +33.0% |
| 3M | +33.9% | -29.8% | +63.6% | +45.6% |
| 6M | +31.4% | -16.5% | +47.9% | +35.8% |
| YTD | +51.6% | -10.5% | +62.2% | +53.3% |
| 1Y | +65.2% | -5.3% | +70.5% | +63.4% |
| 3Y | +188.7% | +95.1% | +93.7% | +129.2% |
| 5Y | +55.7% | -12.1% | +67.8% | +45.5% |
| 10Y | +108.8% | +273.2% | -164.4% | +39.4% |
| All | +291.3% | +1,021.0% | -729.6% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling