+75.6%
HST vs BURL
-4.6%
+80.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +0.2% |
| 7D | +3.3% | +10.4% | -7.1% | +1.9% |
| 30D | +16.4% | -4.9% | +21.3% | +17.1% |
| 3M | +5.5% | -29.8% | +35.2% | +11.0% |
| 6M | +31.1% | -16.5% | +47.6% | +33.9% |
| YTD | +55.9% | -10.5% | +66.5% | +58.8% |
| 1Y | +75.6% | -5.3% | +80.9% | +78.9% |
| All | +75.6% | -4.6% | +80.2% | +78.9% |
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