+190.9%
HBM vs BURL
-10.8%
+201.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | 0.0% |
| 7D | +2.2% | -1.6% | +3.8% | +2.8% |
| 30D | -11.8% | -7.7% | -4.0% | -9.7% |
| 3M | -19.2% | -31.7% | +12.4% | -10.0% |
| 6M | -22.9% | -15.2% | -7.7% | -20.5% |
| YTD | +7.8% | -15.9% | +23.7% | +11.1% |
| 1Y | +34.9% | -14.2% | +49.1% | +37.3% |
| 3Y | +422.2% | +93.5% | +328.7% | +305.7% |
| All | +190.9% | -10.8% | +201.6% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling