+172.1%
HUT vs BURL
+103.8%
+68.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +7.7% | -30.9% | -26.9% |
| 7D | -29.5% | +10.4% | -40.0% | -33.8% |
| 30D | -45.2% | -4.9% | -40.2% | -44.7% |
| 3M | -51.6% | -29.8% | -21.9% | -43.9% |
| 6M | -37.3% | -16.5% | -20.9% | -34.5% |
| YTD | +6.5% | -10.5% | +17.1% | +8.1% |
| 1Y | +1.7% | -5.3% | +7.0% | -1.1% |
| 3Y | +314.7% | +95.1% | +219.7% | +182.4% |
| 5Y | -33.4% | -12.1% | -21.3% | -38.2% |
| All | +172.1% | +103.8% | +68.3% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling