+75.8%
HBAN vs BURL
+53.2%
+22.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | +0.8% |
| 7D | -1.5% | -7.0% | +5.5% | +0.2% |
| 30D | -5.5% | -35.6% | +30.1% | +5.2% |
| 3M | -0.2% | -26.3% | +26.0% | +7.1% |
| 6M | +5.2% | -20.7% | +25.8% | +10.4% |
| YTD | -2.3% | -17.2% | +14.9% | +1.4% |
| 1Y | -2.2% | -15.0% | +12.9% | +0.2% |
| All | +75.8% | +53.2% | +22.6% | +52.9% |
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 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