+129.2%
HPE vs BURL
-9.5%
+138.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -5.2% |
| 7D | -0.6% | -2.8% | +2.2% | +0.1% |
| 30D | -2.3% | -28.2% | +25.9% | +6.5% |
| 3M | -2.9% | -17.6% | +14.7% | +1.2% |
| 6M | +143.6% | -11.8% | +155.3% | +148.3% |
| YTD | +118.5% | -8.1% | +126.7% | +121.6% |
| 1Y | +129.2% | -12.0% | +141.2% | +119.4% |
| All | +129.2% | -9.5% | +138.7% | +119.4% |
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