+124.1%
HL vs BURL
-9.5%
+133.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -5.6% | -0.8% | -4.7% | -5.3% |
| 30D | -16.2% | -4.4% | -11.7% | -15.3% |
| 3M | -20.5% | -28.6% | +8.1% | -14.6% |
| 6M | -31.7% | -12.3% | -19.4% | -30.6% |
| YTD | -26.4% | -11.3% | -15.1% | -25.5% |
| 1Y | -4.3% | -10.4% | +6.1% | -3.9% |
| 3Y | +276.9% | +96.1% | +180.8% | +204.2% |
| 5Y | +124.1% | -5.0% | +129.1% | +92.1% |
| All | +124.1% | -9.5% | +133.6% | +92.1% |
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 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