+420.1%
HUT vs BURL
+109.3%
+310.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +4.9% |
| 7D | +17.8% | -2.8% | +20.6% | +19.4% |
| 30D | +0.8% | -28.2% | +29.0% | +18.1% |
| 3M | -26.8% | -17.6% | -9.2% | -20.7% |
| 6M | +72.6% | -11.8% | +84.3% | +79.4% |
| YTD | +103.6% | -8.1% | +111.8% | +108.0% |
| 1Y | +265.3% | -12.0% | +277.2% | +277.1% |
| 3Y | +689.4% | +63.3% | +626.1% | +495.8% |
| 5Y | +75.3% | -10.8% | +86.2% | +64.2% |
| All | +420.1% | +109.3% | +310.8% | +327.6% |
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 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