+561.1%
HLT vs BURL
+206.3%
+354.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | -1.0% |
| 7D | -2.4% | -2.6% | +0.2% | -1.7% |
| 30D | -4.1% | -30.8% | +26.7% | +7.0% |
| 3M | -10.6% | -18.7% | +8.1% | -5.3% |
| 6M | +2.0% | -16.4% | +18.5% | +6.5% |
| YTD | +6.1% | -11.6% | +17.7% | +8.5% |
| 1Y | +9.8% | -12.0% | +21.8% | +11.2% |
| 3Y | +99.0% | +63.6% | +35.4% | +56.8% |
| 5Y | +151.5% | -12.6% | +164.1% | +135.0% |
| 10Y | +561.1% | +206.5% | +354.6% | +340.6% |
| All | +561.1% | +206.3% | +354.8% | +340.6% |
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 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