+242.3%
HUBS vs BURL
+247.8%
-5.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -3.9% |
| 7D | -12.9% | +5.9% | -18.8% | -14.8% |
| 30D | -13.7% | -8.3% | -5.4% | -11.2% |
| 3M | -8.8% | -31.6% | +22.9% | +3.7% |
| 6M | -0.2% | -16.6% | +16.4% | +4.7% |
| YTD | -50.9% | -12.1% | -38.8% | -50.1% |
| 1Y | -49.0% | -10.0% | -39.0% | -49.2% |
| 3Y | -54.1% | +94.3% | -148.4% | -68.2% |
| 5Y | -75.6% | -13.2% | -62.4% | -77.7% |
| 10Y | +242.3% | +252.5% | -10.2% | +106.7% |
| All | +242.3% | +247.8% | -5.5% | +106.7% |
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