-1.9%
HBAN vs BURL
-12.4%
+10.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.9% |
| 7D | +2.1% | -2.6% | +4.6% | +2.5% |
| 30D | -4.5% | -30.8% | +26.3% | +2.4% |
| 3M | +2.6% | -18.7% | +21.2% | +6.3% |
| 6M | +4.7% | -16.4% | +21.2% | +7.8% |
| YTD | -1.5% | -11.6% | +10.0% | +1.1% |
| 1Y | -1.9% | -12.0% | +10.1% | -0.4% |
| All | -1.9% | -12.4% | +10.4% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling