+370.3%
HPE vs BURL
+232.1%
+138.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.2% | -2.7% |
| 7D | +7.9% | -1.6% | +9.4% | +8.4% |
| 30D | -23.5% | -7.7% | -15.7% | -21.9% |
| 3M | -19.1% | -31.7% | +12.6% | -10.3% |
| 6M | +51.4% | -15.2% | +66.6% | +56.7% |
| YTD | +103.4% | -15.9% | +119.4% | +110.5% |
| 1Y | +114.4% | -14.2% | +128.6% | +119.2% |
| 3Y | +224.7% | +93.5% | +131.2% | +156.0% |
| 5Y | +277.8% | -9.9% | +287.7% | +254.4% |
| All | +370.3% | +232.1% | +138.2% | +231.1% |
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