+124.7%
HBAN vs BURL
+252.7%
-127.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -2.0% | +4.1% | -6.0% | -3.3% |
| 30D | +2.0% | -9.5% | +11.4% | +5.0% |
| 3M | -10.0% | -33.5% | +23.5% | +1.6% |
| 6M | -5.3% | -22.1% | +16.8% | +1.0% |
| YTD | -8.2% | -14.6% | +6.4% | -5.3% |
| 1Y | +4.2% | -8.4% | +12.5% | +4.3% |
| 3Y | +66.7% | +86.6% | -19.9% | +25.6% |
| 5Y | +21.7% | -17.2% | +38.9% | +15.9% |
| All | +124.7% | +252.7% | -127.9% | +53.4% |
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