+789.2%
HLT vs BURL
+776.3%
+12.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +3.8% | +4.1% | -0.3% | +2.6% |
| 30D | +15.6% | -9.5% | +25.0% | +18.7% |
| 3M | +15.1% | -33.5% | +48.6% | +28.4% |
| 6M | +15.3% | -22.1% | +37.4% | +22.0% |
| YTD | +29.1% | -14.6% | +43.7% | +32.6% |
| 1Y | +39.9% | -8.4% | +48.3% | +39.8% |
| 3Y | +138.7% | +86.6% | +52.2% | +84.4% |
| 5Y | +147.4% | -17.2% | +164.5% | +134.3% |
| 10Y | +733.6% | +256.4% | +477.2% | +449.2% |
| All | +789.2% | +776.3% | +12.9% | +428.0% |
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