-33.8%
HUT vs BURL
-17.2%
-16.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.6% | +16.2% | +15.5% |
| 7D | -11.4% | +4.1% | -15.4% | -14.9% |
| 30D | -41.0% | -9.5% | -31.6% | -38.8% |
| 3M | -41.9% | -33.5% | -8.4% | -28.0% |
| 6M | -51.7% | -22.1% | -29.6% | -47.2% |
| YTD | +14.6% | -14.6% | +29.2% | +18.9% |
| 1Y | +21.4% | -8.4% | +29.8% | +18.1% |
| 3Y | +359.8% | +86.6% | +273.3% | +178.0% |
| All | -33.8% | -17.2% | -16.6% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling