+94.8%
HPE vs BURL
-7.8%
+102.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | -18.7% | +4.1% | -22.8% | -19.3% |
| 30D | -37.9% | -9.5% | -28.4% | -36.4% |
| 3M | -14.4% | -33.5% | +19.1% | -5.6% |
| 6M | +48.2% | -22.1% | +70.3% | +53.8% |
| YTD | +88.6% | -14.6% | +103.2% | +94.1% |
| 1Y | +94.8% | -8.4% | +103.1% | +99.6% |
| All | +94.8% | -7.8% | +102.6% | +99.6% |
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