+227.1%
HPE vs BURL
-15.9%
+243.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.9% | -8.9% | -11.1% |
| 7D | -25.0% | +3.5% | -28.5% | -25.7% |
| 30D | -37.3% | -9.3% | -28.1% | -35.9% |
| 3M | -16.8% | -32.1% | +15.3% | -8.6% |
| 6M | +47.8% | -19.8% | +67.6% | +54.6% |
| YTD | +86.0% | -13.2% | +99.2% | +90.3% |
| 1Y | +89.6% | -7.8% | +97.4% | +89.9% |
| 3Y | +198.2% | +89.3% | +108.9% | +149.5% |
| 5Y | +227.1% | -15.8% | +242.9% | +208.7% |
| All | +227.1% | -15.9% | +243.0% | +208.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling