+722.6%
HUBS vs BURL
+592.9%
+129.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.6% | -3.9% |
| 7D | -5.0% | -2.8% | -2.2% | -4.2% |
| 30D | -1.0% | -28.2% | +27.1% | +10.7% |
| 3M | +12.4% | -17.6% | +29.9% | +19.7% |
| 6M | -11.1% | -11.8% | +0.7% | -8.6% |
| YTD | -38.3% | -8.1% | -30.2% | -37.8% |
| 1Y | -46.7% | -12.0% | -34.7% | -46.2% |
| 3Y | -55.1% | +63.3% | -118.4% | -65.8% |
| 5Y | -64.8% | -10.8% | -54.0% | -67.9% |
| 10Y | +334.3% | +215.9% | +118.4% | +157.3% |
| All | +722.6% | +592.9% | +129.6% | +339.4% |
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 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