+127.8%
HSY vs BURL
+247.8%
-120.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | +3.8% | +5.9% | -2.0% | +3.3% |
| 30D | +6.9% | -8.3% | +15.2% | +7.7% |
| 3M | -4.1% | -31.6% | +27.6% | -0.9% |
| 6M | -5.0% | -16.6% | +11.6% | -3.7% |
| YTD | -2.3% | -12.1% | +9.8% | -1.6% |
| 1Y | +6.1% | -10.0% | +16.1% | +6.4% |
| 3Y | -0.7% | +94.3% | -95.0% | -9.9% |
| 5Y | +9.9% | -13.2% | +23.1% | +8.4% |
| 10Y | +127.8% | +252.5% | -124.7% | +90.3% |
| All | +127.8% | +247.8% | -120.0% | +90.3% |
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