+71.6%
HST vs BURL
-17.2%
+88.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -2.7% | +4.1% | -6.8% | -3.7% |
| 30D | +10.7% | -9.5% | +20.2% | +13.4% |
| 3M | +6.3% | -33.5% | +39.8% | +17.5% |
| 6M | +19.0% | -22.1% | +41.1% | +25.4% |
| YTD | +47.0% | -14.6% | +61.6% | +50.7% |
| 1Y | +53.4% | -8.4% | +61.8% | +53.4% |
| 3Y | +78.0% | +86.6% | -8.6% | +41.9% |
| All | +71.6% | -17.2% | +88.8% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling