+61.3%
HDB vs BURL
+261.4%
-200.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.6% | +1.9% |
| 7D | +13.7% | +7.7% | +6.0% | +12.1% |
| 30D | +15.8% | -7.1% | +23.0% | +17.3% |
| 3M | +9.2% | -30.3% | +39.5% | +16.3% |
| 6M | +3.2% | -15.5% | +18.7% | +5.6% |
| YTD | -29.4% | -11.0% | -18.4% | -28.5% |
| 1Y | -27.9% | -8.4% | -19.5% | -27.7% |
| 3Y | -5.9% | +96.7% | -102.6% | -21.4% |
| 5Y | -23.5% | -14.1% | -9.4% | -26.9% |
| 10Y | +61.3% | +255.1% | -193.7% | +20.0% |
| All | +61.3% | +261.4% | -200.1% | +20.0% |
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 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