+122.4%
HL vs BURL
+261.4%
-139.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.3% | +3.7% |
| 7D | +13.8% | +7.7% | +6.1% | +12.2% |
| 30D | -9.7% | -7.1% | -2.6% | -8.4% |
| 3M | -8.5% | -30.3% | +21.8% | -2.0% |
| 6M | -17.2% | -15.5% | -1.6% | -15.3% |
| YTD | -19.6% | -11.0% | -8.7% | -18.8% |
| 1Y | +11.1% | -8.4% | +19.5% | +11.2% |
| 3Y | +299.7% | +96.7% | +203.0% | +234.2% |
| 5Y | +156.5% | -14.1% | +170.5% | +139.8% |
| 10Y | +122.4% | +255.1% | -132.7% | +92.4% |
| All | +122.4% | +261.4% | -139.0% | +92.4% |
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