+247.2%
HD vs BURL
+247.8%
-0.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +5.2% | +5.9% | -0.7% | +3.6% |
| 30D | +20.7% | -8.3% | +29.0% | +23.5% |
| 3M | +0.8% | -31.6% | +32.4% | +11.2% |
| 6M | +12.2% | -16.6% | +28.8% | +16.7% |
| YTD | +4.2% | -12.1% | +16.3% | +6.5% |
| 1Y | -2.6% | -10.0% | +7.4% | -1.8% |
| 3Y | +30.0% | +94.3% | -64.3% | +1.4% |
| 5Y | +8.1% | -13.2% | +21.3% | +1.9% |
| 10Y | +247.2% | +252.5% | -5.3% | +122.6% |
| All | +247.2% | +247.8% | -0.7% | +122.6% |
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