+621.7%
HPE vs BURL
+413.7%
+208.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -5.2% |
| 7D | -0.6% | -2.8% | +2.2% | +0.1% |
| 30D | -2.3% | -28.2% | +25.9% | +7.1% |
| 3M | -2.9% | -17.6% | +14.7% | +2.0% |
| 6M | +143.6% | -11.8% | +155.3% | +150.2% |
| YTD | +118.5% | -8.1% | +126.7% | +121.7% |
| 1Y | +129.2% | -12.0% | +141.2% | +133.4% |
| 3Y | +212.5% | +63.3% | +149.2% | +161.3% |
| 5Y | +286.9% | -10.8% | +297.7% | +265.6% |
| 10Y | +432.3% | +215.9% | +216.4% | +260.1% |
| All | +621.7% | +413.7% | +208.0% | +342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling