+532.3%
HD vs BURL
+1,021.0%
-488.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.7% | -1.2% | +4.5% |
| 7D | +11.9% | +10.4% | +1.5% | +9.1% |
| 30D | +26.4% | -4.9% | +31.4% | +28.1% |
| 3M | +2.8% | -29.8% | +32.6% | +12.2% |
| 6M | +15.5% | -16.5% | +31.9% | +19.8% |
| YTD | +5.5% | -10.5% | +16.1% | +7.2% |
| 1Y | -4.6% | -5.3% | +0.7% | -5.1% |
| 3Y | +29.9% | +95.1% | -65.2% | +2.8% |
| 5Y | +8.4% | -12.1% | +20.5% | +1.7% |
| 10Y | +275.2% | +273.2% | +2.0% | +134.8% |
| All | +532.3% | +1,021.0% | -488.6% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling