-0.3%
HUBB vs BURL
-9.1%
+8.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | -6.4% | -4.4% | -2.0% | -5.8% |
| 3M | -14.4% | -28.6% | +14.2% | -10.0% |
| 6M | -9.0% | -12.3% | +3.3% | -8.5% |
| YTD | +0.7% | -11.3% | +12.0% | +1.5% |
| 1Y | -0.3% | -10.4% | +10.2% | +0.3% |
| All | -0.3% | -9.1% | +8.8% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling