+154.8%
HPQ vs BURL
+261.4%
-106.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -5.0% | -2.0% |
| 7D | -0.6% | +7.7% | -8.3% | -2.9% |
| 30D | -6.5% | -7.1% | +0.7% | -4.4% |
| 3M | -5.1% | -30.3% | +25.2% | +5.2% |
| 6M | +27.3% | -15.5% | +42.8% | +32.4% |
| YTD | +31.7% | -11.0% | +42.7% | +33.8% |
| 1Y | +13.0% | -8.4% | +21.4% | +13.1% |
| 3Y | +18.3% | +96.7% | -78.4% | -8.8% |
| 5Y | +7.4% | -14.1% | +21.4% | +1.7% |
| 10Y | +154.8% | +255.1% | -100.3% | +87.5% |
| All | +154.8% | +261.4% | -106.6% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling