+260.9%
HD vs BURL
+258.4%
+2.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.7% |
| 7D | +6.4% | +3.5% | +2.9% | +5.4% |
| 30D | +22.1% | -9.3% | +31.3% | +25.3% |
| 3M | -0.2% | -32.1% | +31.9% | +10.3% |
| 6M | +12.6% | -19.8% | +32.4% | +18.3% |
| YTD | +3.9% | -13.2% | +17.1% | +6.5% |
| 1Y | -3.7% | -7.8% | +4.1% | -3.6% |
| 3Y | +27.9% | +89.3% | -61.5% | +0.5% |
| 5Y | +7.8% | -15.8% | +23.6% | +2.6% |
| All | +260.9% | +258.4% | +2.5% | +132.5% |
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 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