+1,028.6%
HOOD vs BURL
+63.9%
+964.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -3.2% |
| 7D | +17.1% | -2.8% | +19.9% | +18.4% |
| 30D | +31.6% | -28.2% | +59.7% | +51.1% |
| 3M | +38.2% | -17.6% | +55.8% | +48.1% |
| 6M | +48.5% | -11.8% | +60.3% | +52.5% |
| YTD | +8.0% | -8.1% | +16.1% | +8.7% |
| 1Y | +18.7% | -12.0% | +30.6% | +20.4% |
| All | +1,028.6% | +63.9% | +964.6% | +777.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling