+20.9%
HUT vs BURL
-9.4%
+30.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.1% | +7.5% |
| 7D | +3.7% | +7.7% | -4.0% | +1.9% |
| 30D | -32.3% | -7.1% | -25.2% | -30.5% |
| 3M | -35.6% | -30.3% | -5.3% | -28.6% |
| 6M | -42.1% | -15.5% | -26.5% | -42.1% |
| YTD | +24.1% | -11.0% | +35.1% | +26.8% |
| All | +20.9% | -9.4% | +30.3% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling