+112.8%
HL vs BURL
-10.8%
+123.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.0% |
| 7D | -11.1% | -1.6% | -9.5% | -10.7% |
| 30D | -12.1% | -7.7% | -4.3% | -10.4% |
| 3M | -26.1% | -31.7% | +5.6% | -19.8% |
| 6M | -37.7% | -15.2% | -22.6% | -36.3% |
| YTD | -31.7% | -15.9% | -15.8% | -30.0% |
| 1Y | -11.6% | -14.2% | +2.6% | -10.4% |
| 3Y | +249.6% | +93.5% | +156.1% | +183.1% |
| All | +112.8% | -10.8% | +123.6% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling