+155.5%
HUT vs BURL
+97.8%
+57.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.9% | -3.2% | -4.7% |
| 7D | -30.8% | +3.5% | -34.3% | -32.8% |
| 30D | -50.2% | -9.3% | -40.9% | -48.6% |
| 3M | -50.5% | -32.1% | -18.4% | -41.5% |
| 6M | -42.9% | -19.8% | -23.1% | -39.1% |
| YTD | 0.0% | -13.2% | +13.2% | +3.0% |
| 1Y | -2.2% | -7.8% | +5.6% | -3.6% |
| 3Y | +289.4% | +89.3% | +200.1% | +169.1% |
| 5Y | -36.7% | -15.8% | -20.9% | -40.1% |
| All | +155.5% | +97.8% | +57.7% | +111.8% |
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