+656.7%
HCA vs BURL
+261.4%
+395.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +0.9% |
| 7D | +7.9% | +7.7% | +0.2% | +5.9% |
| 30D | +11.9% | -7.1% | +19.1% | +14.1% |
| 3M | +22.4% | -30.3% | +52.7% | +33.9% |
| 6M | +16.5% | -15.5% | +32.0% | +20.3% |
| YTD | +8.7% | -11.0% | +19.7% | +9.9% |
| 1Y | +6.7% | -8.4% | +15.1% | +6.3% |
| 3Y | +127.0% | +96.7% | +30.3% | +68.2% |
| 5Y | +113.9% | -14.1% | +128.0% | +98.9% |
| 10Y | +656.7% | +255.1% | +401.7% | +457.1% |
| All | +656.7% | +261.4% | +395.3% | +457.1% |
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 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