+430.5%
HUBB vs BURL
+970.5%
-540.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.9% |
| 7D | +1.7% | +4.1% | -2.4% | +0.6% |
| 30D | -9.7% | -9.5% | -0.2% | -7.8% |
| 3M | -15.2% | -33.5% | +18.4% | -7.3% |
| 6M | -14.0% | -22.1% | +8.1% | -9.9% |
| YTD | -2.4% | -14.6% | +12.1% | -0.2% |
| 1Y | -5.8% | -8.4% | +2.6% | -5.7% |
| 3Y | +60.4% | +86.6% | -26.1% | +33.9% |
| 5Y | +125.4% | -17.2% | +142.6% | +116.5% |
| 10Y | +409.7% | +256.4% | +153.3% | +269.1% |
| All | +430.5% | +970.5% | -540.0% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling