+328.3%
HUBS vs BURL
+188.6%
+139.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.4% | +2.1% | -1.9% |
| 7D | -6.2% | -7.0% | +0.7% | -3.8% |
| 30D | +6.6% | -35.6% | +42.2% | +24.8% |
| 3M | +16.4% | -26.3% | +42.7% | +29.7% |
| 6M | -19.7% | -20.7% | +0.9% | -14.0% |
| YTD | -42.6% | -17.2% | -25.4% | -40.0% |
| 1Y | -54.2% | -15.0% | -39.1% | -53.1% |
| 3Y | -57.1% | +53.2% | -110.4% | -67.3% |
| 5Y | -66.2% | -18.7% | -47.5% | -68.3% |
| 10Y | +328.3% | +192.1% | +136.2% | +160.4% |
| All | +328.3% | +188.6% | +139.7% | +160.4% |
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 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