+646.9%
HLT vs BURL
+842.2%
-195.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.8% |
| 7D | -3.3% | -2.8% | -0.5% | -2.6% |
| 30D | -4.1% | -28.2% | +24.1% | +5.1% |
| 3M | -7.9% | -17.6% | +9.7% | -3.3% |
| 6M | +2.2% | -11.8% | +13.9% | +4.6% |
| YTD | +8.5% | -8.1% | +16.6% | +9.6% |
| 1Y | +12.1% | -12.0% | +24.1% | +13.6% |
| 3Y | +107.6% | +63.3% | +44.3% | +67.7% |
| 5Y | +156.4% | -10.8% | +167.2% | +138.3% |
| 10Y | +566.3% | +215.9% | +350.4% | +346.5% |
| All | +646.9% | +842.2% | -195.3% | +336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling