+309.7%
HIG vs BURL
+206.3%
+103.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.8% | -1.0% |
| 7D | -1.1% | -2.6% | +1.5% | -0.4% |
| 30D | -4.9% | -30.8% | +25.9% | +4.2% |
| 3M | +6.8% | -18.7% | +25.4% | +11.9% |
| 6M | -1.7% | -16.4% | +14.7% | +1.7% |
| YTD | -0.2% | -11.6% | +11.3% | +1.3% |
| 1Y | +5.7% | -12.0% | +17.7% | +6.4% |
| 3Y | +100.3% | +63.6% | +36.7% | +59.6% |
| 5Y | +118.5% | -12.6% | +131.1% | +103.5% |
| 10Y | +309.7% | +206.5% | +103.2% | +179.6% |
| All | +309.7% | +206.3% | +103.4% | +179.6% |
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