+244.5%
HBM vs BURL
+1,051.1%
-806.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.7% |
| 7D | -6.4% | -2.8% | -3.6% | -5.6% |
| 30D | +5.9% | -28.2% | +34.1% | +16.2% |
| 3M | -8.9% | -17.6% | +8.7% | -4.2% |
| 6M | +10.7% | -11.8% | +22.4% | +13.3% |
| YTD | +38.3% | -8.1% | +46.4% | +39.4% |
| 1Y | +121.3% | -12.0% | +133.3% | +124.6% |
| 3Y | +450.6% | +63.3% | +387.3% | +353.9% |
| 5Y | +338.0% | -10.8% | +348.8% | +307.1% |
| 10Y | +578.6% | +215.9% | +362.7% | +343.8% |
| All | +244.5% | +1,051.1% | -806.6% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling