+65.9%
HDB vs BURL
+244.4%
-178.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | +4.1% | +0.4% | +3.7% | +4.0% |
| 30D | +13.0% | -4.3% | +17.3% | +13.8% |
| 3M | +11.3% | -28.8% | +40.0% | +18.0% |
| 6M | +6.9% | -12.8% | +19.8% | +8.8% |
| YTD | -29.6% | -12.8% | -16.8% | -28.5% |
| 1Y | -29.5% | -12.3% | -17.3% | -28.7% |
| 3Y | -8.1% | +92.7% | -100.8% | -23.0% |
| 5Y | -23.4% | -6.5% | -16.9% | -28.3% |
| All | +65.9% | +244.4% | -178.5% | +23.1% |
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