+35.3%
HBM vs BURL
-9.4%
+44.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.2% | +4.8% | +8.3% |
| 7D | +5.0% | +7.7% | -2.7% | +4.0% |
| 30D | -12.7% | -7.1% | -5.6% | -12.0% |
| 3M | -17.4% | -30.3% | +12.9% | -13.6% |
| 6M | -8.9% | -15.5% | +6.7% | -8.5% |
| YTD | +14.9% | -11.0% | +25.9% | +16.5% |
| All | +35.3% | -9.4% | +44.7% | +36.1% |
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