+401.1%
HL vs BURL
+987.9%
-586.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.8% |
| 7D | 0.0% | +3.5% | -3.5% | -0.5% |
| 30D | -15.5% | -9.3% | -6.2% | -14.0% |
| 3M | -12.6% | -32.1% | +19.5% | -6.9% |
| 6M | -15.2% | -19.8% | +4.6% | -12.8% |
| YTD | -24.7% | -13.2% | -11.5% | -23.6% |
| 1Y | +19.4% | -7.8% | +27.3% | +19.4% |
| 3Y | +236.8% | +89.3% | +147.5% | +192.9% |
| 5Y | +146.5% | -15.8% | +162.3% | +133.3% |
| 10Y | +133.7% | +262.2% | -128.5% | +97.9% |
| All | +401.1% | +987.9% | -586.9% | +312.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling