+119.2%
HCA vs BURL
+86.7%
+32.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | +4.6% | +4.1% | +0.5% | +4.3% |
| 30D | +12.7% | -9.5% | +22.2% | +13.4% |
| 3M | +21.3% | -33.5% | +54.8% | +24.8% |
| 6M | +15.7% | -22.1% | +37.8% | +17.7% |
| YTD | +6.6% | -14.6% | +21.2% | +7.5% |
| 1Y | +5.7% | -8.4% | +14.1% | +5.7% |
| 3Y | +119.2% | +86.6% | +32.7% | +99.4% |
| All | +119.2% | +86.7% | +32.5% | +99.4% |
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