-45.0%
HOOD vs BURL
-5.1%
-39.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.9% | -7.4% | -9.7% |
| 7D | -14.4% | +3.5% | -17.9% | -14.9% |
| 30D | -30.0% | -9.3% | -20.7% | -28.7% |
| 3M | -15.5% | -32.1% | +16.6% | -8.6% |
| 6M | +1.8% | -19.8% | +21.6% | +3.0% |
| YTD | -30.7% | -13.2% | -17.5% | -30.4% |
| 1Y | -45.0% | -7.8% | -37.1% | -45.1% |
| All | -45.0% | -5.1% | -39.9% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling