+126.3%
HIG vs BURL
-11.0%
+137.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.5% |
| 7D | +0.3% | -2.8% | +3.1% | +0.6% |
| 30D | -3.2% | -28.2% | +24.9% | +0.7% |
| 3M | +9.1% | -17.6% | +26.7% | +11.5% |
| 6M | -1.8% | -11.8% | +10.0% | -0.8% |
| YTD | +1.8% | -8.1% | +9.9% | +2.1% |
| 1Y | +4.6% | -12.0% | +16.5% | +5.1% |
| 3Y | +101.6% | +63.3% | +38.3% | +81.6% |
| All | +126.3% | -11.0% | +137.2% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling