+205.5%
HD vs BURL
+215.5%
-9.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.2% |
| 7D | -2.1% | -2.8% | +0.7% | -1.3% |
| 30D | -8.4% | -28.2% | +19.7% | -0.1% |
| 3M | +4.3% | -17.6% | +21.9% | +9.6% |
| 6M | -11.1% | -11.8% | +0.6% | -8.8% |
| YTD | -4.7% | -8.1% | +3.5% | -3.5% |
| 1Y | -19.8% | -12.0% | -7.9% | -18.7% |
| 3Y | +4.1% | +63.3% | -59.2% | -14.5% |
| 5Y | +10.3% | -10.8% | +21.1% | +3.3% |
| All | +205.5% | +215.5% | -9.9% | +98.1% |
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