-2.2%
HUT vs BURL
-5.1%
+2.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.9% | -3.2% | -5.6% |
| 7D | -30.8% | +3.5% | -34.3% | -31.4% |
| 30D | -50.2% | -9.3% | -40.9% | -48.6% |
| 3M | -50.5% | -32.1% | -18.4% | -44.5% |
| 6M | -42.9% | -19.8% | -23.1% | -41.3% |
| YTD | 0.0% | -13.2% | +13.2% | +2.5% |
| 1Y | -2.2% | -7.8% | +5.6% | -0.4% |
| All | -2.2% | -5.1% | +2.9% | -0.4% |
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 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