+151.1%
HUBB vs BURL
-11.0%
+162.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | +0.5% | -2.8% | +3.3% | +1.1% |
| 30D | -10.0% | -28.2% | +18.1% | -3.7% |
| 3M | -4.8% | -17.6% | +12.8% | -1.3% |
| 6M | -5.6% | -11.8% | +6.2% | -3.9% |
| YTD | +4.7% | -8.1% | +12.8% | +5.5% |
| 1Y | +6.7% | -12.0% | +18.6% | +7.9% |
| 3Y | +45.8% | +63.3% | -17.5% | +29.3% |
| All | +151.1% | -11.0% | +162.1% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling