+160.5%
HBAN vs BURL
+217.6%
-57.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.0% |
| 7D | +0.7% | -2.8% | +3.4% | +1.5% |
| 30D | -3.2% | -28.2% | +24.9% | +7.2% |
| 3M | +4.0% | -17.6% | +21.5% | +10.0% |
| 6M | +3.1% | -11.8% | +14.9% | +6.0% |
| YTD | 0.0% | -8.1% | +8.2% | +1.5% |
| 1Y | -1.2% | -12.0% | +10.8% | +0.5% |
| 3Y | +72.5% | +63.3% | +9.2% | +36.9% |
| 5Y | +39.3% | -10.8% | +50.1% | +29.9% |
| All | +160.5% | +217.6% | -57.2% | +75.9% |
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