+102.7%
HPE vs BURL
-9.4%
+112.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +5.3% |
| 7D | -7.1% | +7.7% | -14.8% | -8.4% |
| 30D | -35.3% | -7.1% | -28.1% | -34.0% |
| 3M | -10.4% | -30.3% | +19.9% | -2.0% |
| 6M | +52.5% | -15.5% | +68.0% | +55.6% |
| YTD | +100.3% | -11.0% | +111.3% | +104.5% |
| All | +102.7% | -9.4% | +112.1% | +106.5% |
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