-4.8%
HL vs BURL
-10.6%
+5.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -6.0% | -7.1% |
| 7D | +8.2% | +5.9% | +2.3% | +7.5% |
| 30D | -16.3% | -8.3% | -8.0% | -15.9% |
| 3M | -18.6% | -31.6% | +13.1% | -15.9% |
| 6M | -23.2% | -16.6% | -6.6% | -23.5% |
| YTD | -25.5% | -12.1% | -13.4% | -24.7% |
| 1Y | -4.8% | -10.0% | +5.2% | -3.7% |
| All | -4.8% | -10.6% | +5.8% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling