+378.0%
HUBB vs BURL
+244.4%
+133.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | +4.6% | +0.4% | +4.1% | +4.5% |
| 30D | -8.4% | -4.3% | -4.0% | -7.5% |
| 3M | -14.3% | -28.8% | +14.4% | -7.1% |
| 6M | -9.3% | -12.8% | +3.5% | -7.3% |
| YTD | -0.5% | -12.8% | +12.3% | +1.4% |
| 1Y | -2.1% | -12.3% | +10.1% | -0.9% |
| 3Y | +57.2% | +92.7% | -35.5% | +26.7% |
| 5Y | +127.1% | -6.5% | +133.7% | +111.1% |
| All | +378.0% | +244.4% | +133.6% | +228.6% |
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 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