+107.2%
HST vs BURL
+1,051.1%
-943.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.6% |
| 7D | -1.0% | -2.8% | +1.8% | -0.2% |
| 30D | -12.3% | -28.2% | +15.9% | -2.8% |
| 3M | -6.4% | -17.6% | +11.2% | -1.0% |
| 6M | +15.0% | -11.8% | +26.8% | +18.1% |
| YTD | +30.5% | -8.1% | +38.7% | +32.0% |
| 1Y | +35.7% | -12.0% | +47.6% | +37.7% |
| 3Y | +68.4% | +63.3% | +5.1% | +33.3% |
| 5Y | +73.1% | -10.8% | +83.9% | +59.9% |
| 10Y | +92.7% | +215.9% | -123.2% | +27.8% |
| All | +107.2% | +1,051.1% | -943.9% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling