+273.0%
HIG vs BURL
+252.7%
+20.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | +1.1% | +4.1% | -3.0% | 0.0% |
| 30D | +5.6% | -9.5% | +15.0% | +8.1% |
| 3M | -6.9% | -33.5% | +26.6% | +2.7% |
| 6M | +1.3% | -22.1% | +23.4% | +6.5% |
| YTD | -1.5% | -14.6% | +13.1% | +0.5% |
| 1Y | +6.6% | -8.4% | +15.0% | +6.0% |
| 3Y | +91.2% | +86.6% | +4.6% | +45.9% |
| 5Y | +106.1% | -17.2% | +123.2% | +95.2% |
| All | +273.0% | +252.7% | +20.3% | +156.9% |
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