+701.1%
HLT vs BURL
+261.4%
+439.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.5% | -0.5% |
| 7D | +2.3% | +7.7% | -5.4% | 0.0% |
| 30D | +14.3% | -7.1% | +21.4% | +16.7% |
| 3M | +17.6% | -30.3% | +47.9% | +30.3% |
| 6M | +17.9% | -15.5% | +33.5% | +22.1% |
| YTD | +30.1% | -11.0% | +41.1% | +32.1% |
| 1Y | +36.8% | -8.4% | +45.2% | +36.6% |
| 3Y | +137.6% | +96.7% | +40.9% | +75.2% |
| 5Y | +154.9% | -14.1% | +169.0% | +139.3% |
| 10Y | +701.1% | +255.1% | +446.0% | +431.9% |
| All | +701.1% | +261.4% | +439.7% | +431.9% |
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