+340.5%
HPE vs BURL
+252.7%
+87.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | -18.7% | +4.1% | -22.8% | -19.8% |
| 30D | -37.9% | -9.5% | -28.4% | -36.3% |
| 3M | -14.4% | -33.5% | +19.1% | -4.4% |
| 6M | +48.2% | -22.1% | +70.3% | +57.2% |
| YTD | +88.6% | -14.6% | +103.2% | +94.2% |
| 1Y | +94.8% | -8.4% | +103.1% | +95.2% |
| 3Y | +202.7% | +86.6% | +116.1% | +141.1% |
| 5Y | +231.6% | -17.2% | +248.8% | +219.2% |
| All | +340.5% | +252.7% | +87.9% | +207.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling