+99.0%
HLT vs BURL
+64.3%
+34.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | -1.4% |
| 7D | -2.4% | -2.6% | +0.2% | -1.9% |
| 30D | -4.1% | -30.8% | +26.7% | +2.7% |
| 3M | -10.6% | -18.7% | +8.1% | -7.4% |
| 6M | +2.0% | -16.4% | +18.5% | +4.8% |
| YTD | +6.1% | -11.6% | +17.7% | +7.7% |
| 1Y | +9.8% | -12.0% | +21.8% | +10.9% |
| 3Y | +99.0% | +63.6% | +35.4% | +83.8% |
| All | +99.0% | +64.3% | +34.7% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling