+365.4%
HPE vs BURL
+261.4%
+104.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +5.0% |
| 7D | -7.1% | +7.7% | -14.8% | -9.2% |
| 30D | -35.3% | -7.1% | -28.1% | -34.1% |
| 3M | -10.4% | -30.3% | +19.9% | -1.3% |
| 6M | +52.5% | -15.5% | +68.0% | +58.0% |
| YTD | +100.3% | -11.0% | +111.3% | +103.8% |
| 1Y | +106.4% | -8.4% | +114.8% | +107.1% |
| 3Y | +227.4% | +96.7% | +130.7% | +156.9% |
| 5Y | +250.6% | -14.1% | +264.6% | +234.1% |
| 10Y | +365.4% | +255.1% | +110.3% | +222.9% |
| All | +365.4% | +261.4% | +104.0% | +222.9% |
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