+7.8%
HD vs BURL
-15.9%
+23.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.9% |
| 7D | +6.4% | +3.5% | +2.9% | +5.6% |
| 30D | +22.1% | -9.3% | +31.3% | +24.7% |
| 3M | -0.2% | -32.1% | +31.9% | +8.6% |
| 6M | +12.6% | -19.8% | +32.4% | +17.5% |
| YTD | +3.9% | -13.2% | +17.1% | +6.2% |
| 1Y | -3.7% | -7.8% | +4.1% | -3.5% |
| 3Y | +27.9% | +89.3% | -61.5% | +5.3% |
| 5Y | +7.8% | -15.8% | +23.6% | +1.6% |
| All | +7.8% | -15.9% | +23.7% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling