+155.8%
HLT vs BURL
-11.0%
+166.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.7% |
| 7D | -3.3% | -2.8% | -0.5% | -2.7% |
| 30D | -4.1% | -28.2% | +24.1% | +3.8% |
| 3M | -7.9% | -17.6% | +9.7% | -3.9% |
| 6M | +2.2% | -11.8% | +13.9% | +4.3% |
| YTD | +8.5% | -8.1% | +16.6% | +9.4% |
| 1Y | +12.1% | -12.0% | +24.1% | +13.5% |
| 3Y | +107.6% | +63.3% | +44.3% | +72.0% |
| All | +155.8% | -11.0% | +166.7% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling