+132.6%
HL vs BURL
+252.7%
-120.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | +8.9% | +4.1% | +4.9% | +8.2% |
| 30D | -10.1% | -9.5% | -0.6% | -8.2% |
| 3M | -7.0% | -33.5% | +26.5% | +0.5% |
| 6M | -18.8% | -22.1% | +3.3% | -15.5% |
| YTD | -23.1% | -14.6% | -8.6% | -21.6% |
| 1Y | +8.9% | -8.4% | +17.2% | +8.8% |
| 3Y | +255.0% | +86.6% | +168.5% | +200.0% |
| 5Y | +151.5% | -17.2% | +168.6% | +136.9% |
| All | +132.6% | +252.7% | -120.0% | +103.1% |
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