+7.2%
HIG vs BURL
-10.6%
+17.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.2% |
| 7D | +2.1% | +5.9% | -3.7% | +1.9% |
| 30D | +6.7% | -8.3% | +15.0% | +6.8% |
| 3M | -1.9% | -31.6% | +29.7% | -1.5% |
| 6M | +5.3% | -16.6% | +21.9% | +5.7% |
| YTD | +1.3% | -12.1% | +13.4% | +2.1% |
| 1Y | +7.2% | -10.0% | +17.2% | +8.0% |
| All | +7.2% | -10.6% | +17.8% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling