+398.9%
HUBB vs BURL
+252.7%
+146.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.0% |
| 7D | +1.7% | +4.1% | -2.4% | +0.5% |
| 30D | -9.7% | -9.5% | -0.2% | -7.5% |
| 3M | -15.2% | -33.5% | +18.4% | -6.4% |
| 6M | -14.0% | -22.1% | +8.1% | -9.4% |
| YTD | -2.4% | -14.6% | +12.1% | 0.0% |
| 1Y | -5.8% | -8.4% | +2.6% | -5.8% |
| 3Y | +60.4% | +86.6% | -26.1% | +30.3% |
| 5Y | +125.4% | -17.2% | +142.6% | +116.9% |
| All | +398.9% | +252.7% | +146.3% | +243.8% |
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