+78.1%
HST vs BURL
+89.8%
-11.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.7% | -5.0% |
| 7D | -4.2% | +3.5% | -7.6% | -4.9% |
| 30D | +9.6% | -9.3% | +18.8% | +11.8% |
| 3M | -1.1% | -32.1% | +31.0% | +7.3% |
| 6M | +21.1% | -19.8% | +40.9% | +25.9% |
| YTD | +47.1% | -13.2% | +60.3% | +49.7% |
| 1Y | +64.0% | -7.8% | +71.9% | +63.8% |
| All | +78.1% | +89.8% | -11.7% | +65.6% |
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