+428.1%
HBM vs BURL
+94.4%
+333.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.0% |
| 7D | +5.1% | +0.4% | +4.6% | +5.0% |
| 30D | -15.8% | -4.3% | -11.5% | -14.8% |
| 3M | -22.4% | -28.8% | +6.4% | -14.9% |
| 6M | -20.2% | -12.8% | -7.4% | -18.7% |
| YTD | +9.0% | -12.8% | +21.8% | +10.8% |
| 1Y | +27.4% | -12.3% | +39.6% | +28.3% |
| All | +428.1% | +94.4% | +333.7% | +359.6% |
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