+386.2%
HUBB vs BURL
+247.8%
+138.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -2.6% | +5.9% | -8.4% | -4.1% |
| 30D | -7.7% | -8.3% | +0.7% | -5.8% |
| 3M | -13.0% | -31.6% | +18.6% | -4.7% |
| 6M | -10.6% | -16.6% | +6.0% | -7.5% |
| YTD | -0.6% | -12.1% | +11.5% | +1.2% |
| 1Y | -4.1% | -10.0% | +5.8% | -3.6% |
| 3Y | +57.2% | +94.3% | -37.1% | +26.3% |
| 5Y | +127.2% | -13.2% | +140.4% | +115.9% |
| 10Y | +386.2% | +252.5% | +133.7% | +231.0% |
| All | +386.2% | +247.8% | +138.3% | +231.0% |
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