+567.7%
HBM vs BURL
+217.6%
+350.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.8% |
| 7D | -6.4% | -2.8% | -3.6% | -5.6% |
| 30D | +5.9% | -28.2% | +34.1% | +17.3% |
| 3M | -8.9% | -17.6% | +8.7% | -3.7% |
| 6M | +10.7% | -11.8% | +22.4% | +13.5% |
| YTD | +38.3% | -8.1% | +46.4% | +39.5% |
| 1Y | +121.3% | -12.0% | +133.3% | +124.7% |
| 3Y | +450.6% | +63.3% | +387.3% | +342.5% |
| 5Y | +338.0% | -10.8% | +348.8% | +305.1% |
| All | +567.7% | +217.6% | +350.0% | +238.4% |
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