+241.7%
HDB vs BURL
+1,021.0%
-779.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.7% | -2.2% | +4.2% |
| 7D | +12.9% | +10.4% | +2.5% | +11.0% |
| 30D | +10.0% | -4.9% | +15.0% | +10.9% |
| 3M | +1.8% | -29.8% | +31.6% | +7.9% |
| 6M | -2.1% | -16.5% | +14.4% | +0.3% |
| YTD | -33.4% | -10.5% | -22.9% | -32.7% |
| 1Y | -32.9% | -5.3% | -27.6% | -33.0% |
| 3Y | -13.9% | +95.1% | -109.0% | -26.8% |
| 5Y | -26.9% | -12.1% | -14.9% | -30.6% |
| 10Y | +54.1% | +273.2% | -219.0% | +14.1% |
| All | +241.7% | +1,021.0% | -779.3% | +135.2% |
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