+165.5%
HPQ vs BURL
+252.7%
-87.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.8% |
| 7D | -1.1% | +4.1% | -5.2% | -2.3% |
| 30D | -11.7% | -9.5% | -2.3% | -9.1% |
| 3M | +2.0% | -33.5% | +35.5% | +14.7% |
| 6M | +35.9% | -22.1% | +57.9% | +44.9% |
| YTD | +32.7% | -14.6% | +47.2% | +36.5% |
| 1Y | +14.3% | -8.4% | +22.7% | +14.3% |
| 3Y | +17.8% | +86.6% | -68.7% | -7.6% |
| 5Y | +7.6% | -17.2% | +24.7% | +3.0% |
| All | +165.5% | +252.7% | -87.1% | +97.6% |
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 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