+123.6%
HOOD vs BURL
-25.5%
+149.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -2.7% |
| 7D | -3.8% | -1.6% | -2.2% | -3.0% |
| 30D | -23.0% | -7.7% | -15.2% | -20.2% |
| 3M | -21.6% | -31.7% | +10.0% | -8.2% |
| 6M | +1.4% | -15.2% | +16.6% | +5.7% |
| YTD | -31.2% | -15.9% | -15.2% | -28.0% |
| 1Y | -35.9% | -14.2% | -21.7% | -34.4% |
| 3Y | +836.9% | +93.5% | +743.4% | +553.5% |
| 5Y | +121.1% | -9.9% | +131.0% | +99.6% |
| All | +123.6% | -25.5% | +149.1% | +100.5% |
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