+8.4%
HD vs BURL
-10.9%
+19.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.7% | -1.2% | +4.8% |
| 7D | +11.9% | +10.4% | +1.5% | +9.5% |
| 30D | +26.4% | -4.9% | +31.4% | +27.8% |
| 3M | +2.8% | -29.8% | +32.6% | +11.0% |
| 6M | +15.5% | -16.5% | +31.9% | +19.3% |
| YTD | +5.5% | -10.5% | +16.1% | +7.1% |
| 1Y | -4.6% | -5.3% | +0.7% | -5.0% |
| 3Y | +29.9% | +95.1% | -65.2% | +6.3% |
| 5Y | +8.4% | -12.1% | +20.5% | +1.0% |
| All | +8.4% | -10.9% | +19.3% | +1.0% |
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