+320.9%
HBM vs BURL
+261.4%
+59.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.2% | +4.8% | +7.6% |
| 7D | +5.0% | +7.7% | -2.7% | +2.6% |
| 30D | -12.7% | -7.1% | -5.6% | -10.8% |
| 3M | -17.4% | -30.3% | +12.9% | -8.0% |
| 6M | -8.9% | -15.5% | +6.7% | -5.6% |
| YTD | +14.9% | -11.0% | +25.9% | +16.6% |
| 1Y | +41.4% | -8.4% | +49.8% | +41.2% |
| 3Y | +462.1% | +96.7% | +365.4% | +323.7% |
| 5Y | +224.0% | -14.1% | +238.1% | +203.3% |
| 10Y | +320.9% | +255.1% | +65.9% | +131.9% |
| All | +320.9% | +261.4% | +59.5% | +131.9% |
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 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