+135.5%
HL vs BURL
+247.8%
-112.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -6.0% | -7.0% |
| 7D | +8.2% | +5.9% | +2.3% | +7.1% |
| 30D | -16.3% | -8.3% | -8.0% | -14.8% |
| 3M | -18.6% | -31.6% | +13.1% | -12.4% |
| 6M | -23.2% | -16.6% | -6.6% | -21.2% |
| YTD | -25.5% | -12.1% | -13.4% | -24.5% |
| 1Y | -4.8% | -10.0% | +5.2% | -4.4% |
| 3Y | +281.4% | +94.3% | +187.1% | +219.9% |
| 5Y | +137.8% | -13.2% | +151.1% | +122.1% |
| 10Y | +135.5% | +252.5% | -117.0% | +107.4% |
| All | +135.5% | +247.8% | -112.4% | +107.4% |
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