-10.1%
HDB vs BURL
+86.7%
-96.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | +13.3% | +4.1% | +9.3% | +12.8% |
| 30D | +13.6% | -9.5% | +23.0% | +14.8% |
| 3M | +5.8% | -33.5% | +39.3% | +10.6% |
| 6M | -1.9% | -22.1% | +20.2% | +0.4% |
| YTD | -31.2% | -14.6% | -16.6% | -30.2% |
| 1Y | -29.6% | -8.4% | -21.2% | -29.1% |
| 3Y | -10.1% | +86.6% | -96.7% | -16.4% |
| All | -10.1% | +86.7% | -96.8% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling