+244.6%
HUT vs BURL
+98.7%
+145.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.3% |
| 7D | +34.9% | +0.4% | +34.4% | +34.6% |
| 30D | -25.9% | -4.3% | -21.5% | -25.4% |
| 3M | -31.7% | -28.8% | -2.9% | -21.2% |
| 6M | -42.2% | -12.8% | -29.4% | -41.1% |
| YTD | +34.9% | -12.8% | +47.7% | +38.6% |
| 1Y | +48.5% | -12.3% | +60.8% | +50.2% |
| 3Y | +471.2% | +92.7% | +378.5% | +291.3% |
| 5Y | -18.9% | -6.5% | -12.3% | -25.7% |
| All | +244.6% | +98.7% | +145.9% | +185.0% |
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