+242.9%
HL vs BURL
+215.5%
+27.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.0% |
| 7D | +1.5% | -2.8% | +4.3% | +2.0% |
| 30D | +25.1% | -28.2% | +53.2% | +33.5% |
| 3M | +22.9% | -17.6% | +40.5% | +27.2% |
| 6M | -4.9% | -11.8% | +6.9% | -3.5% |
| YTD | +7.8% | -8.1% | +16.0% | +8.5% |
| 1Y | +133.9% | -12.0% | +145.8% | +136.0% |
| 3Y | +380.9% | +63.3% | +317.6% | +316.7% |
| 5Y | +230.2% | -10.8% | +241.0% | +206.7% |
| All | +242.9% | +215.5% | +27.5% | +219.4% |
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