+676.7%
HLT vs BURL
+244.4%
+432.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +13.1% | -4.3% | +17.4% | +14.4% |
| 3M | +15.6% | -28.8% | +44.4% | +27.3% |
| 6M | +19.0% | -12.8% | +31.8% | +22.0% |
| YTD | +29.9% | -12.8% | +42.7% | +32.7% |
| 1Y | +35.9% | -12.3% | +48.2% | +37.5% |
| 3Y | +132.1% | +92.7% | +39.4% | +72.2% |
| 5Y | +163.4% | -6.5% | +170.0% | +139.4% |
| All | +676.7% | +244.4% | +432.3% | +424.8% |
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