+249.2%
HPE vs BURL
-14.7%
+263.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -9.7% | +5.9% | -15.6% | -11.1% |
| 30D | -34.8% | -8.3% | -26.4% | -33.4% |
| 3M | -12.1% | -31.6% | +19.5% | -3.6% |
| 6M | +53.7% | -16.6% | +70.3% | +59.3% |
| YTD | +101.9% | -12.1% | +114.0% | +105.9% |
| 1Y | +104.3% | -10.0% | +114.3% | +106.0% |
| 3Y | +223.1% | +94.3% | +128.8% | +168.5% |
| 5Y | +249.2% | -13.2% | +262.4% | +228.4% |
| All | +249.2% | -14.7% | +263.9% | +228.4% |
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