-64.7%
HUBS vs BURL
-13.9%
-50.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.5% |
| 7D | -4.3% | -2.6% | -1.7% | -3.3% |
| 30D | +14.2% | -30.8% | +45.0% | +30.8% |
| 3M | +15.5% | -18.7% | +34.2% | +24.3% |
| 6M | -18.9% | -16.4% | -2.5% | -14.6% |
| YTD | -40.1% | -11.6% | -28.5% | -38.9% |
| 1Y | -51.8% | -12.0% | -39.8% | -51.4% |
| 3Y | -55.2% | +63.6% | -118.9% | -68.1% |
| 5Y | -64.7% | -12.6% | -52.1% | -65.9% |
| All | -64.7% | -13.9% | -50.8% | -65.9% |
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 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