+96.6%
HST vs BURL
+215.5%
-118.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.7% |
| 7D | -1.0% | -2.8% | +1.8% | -0.1% |
| 30D | -12.3% | -28.2% | +15.9% | -1.8% |
| 3M | -6.4% | -17.6% | +11.2% | -0.4% |
| 6M | +15.0% | -11.8% | +26.8% | +18.3% |
| YTD | +30.5% | -8.1% | +38.7% | +32.1% |
| 1Y | +35.7% | -12.0% | +47.6% | +37.8% |
| 3Y | +68.4% | +63.3% | +5.1% | +28.8% |
| 5Y | +73.1% | -10.8% | +83.9% | +59.5% |
| All | +96.6% | +215.5% | -118.9% | +16.7% |
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