+217.0%
HUT vs BURL
+102.8%
+114.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.1% | +6.3% |
| 7D | +3.7% | +7.7% | -4.0% | -1.3% |
| 30D | -32.3% | -7.1% | -25.2% | -30.9% |
| 3M | -35.6% | -30.3% | -5.3% | -25.0% |
| 6M | -42.1% | -15.5% | -26.5% | -40.0% |
| YTD | +24.1% | -11.0% | +35.1% | +26.3% |
| 1Y | +27.9% | -8.4% | +36.3% | +26.5% |
| 3Y | +409.1% | +96.7% | +312.4% | +245.4% |
| 5Y | -25.9% | -14.1% | -11.9% | -30.6% |
| All | +217.0% | +102.8% | +114.2% | +159.6% |
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