+73.9%
HBAN vs BURL
+94.4%
-20.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +0.8% | +0.4% | +0.3% | +0.7% |
| 30D | +3.2% | -4.3% | +7.6% | +4.1% |
| 3M | -11.1% | -28.8% | +17.7% | -4.2% |
| 6M | +1.2% | -12.8% | +14.0% | +3.3% |
| YTD | -6.7% | -12.8% | +6.1% | -4.7% |
| 1Y | +2.4% | -12.3% | +14.7% | +4.0% |
| All | +73.9% | +94.4% | -20.5% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling