+14.3%
HPQ vs BURL
-7.8%
+22.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | -1.1% | +4.1% | -5.2% | -1.7% |
| 30D | -11.7% | -9.5% | -2.3% | -10.5% |
| 3M | +2.0% | -33.5% | +35.5% | +8.7% |
| 6M | +35.9% | -22.1% | +57.9% | +40.6% |
| YTD | +32.7% | -14.6% | +47.2% | +35.0% |
| 1Y | +14.3% | -8.4% | +22.7% | +15.2% |
| All | +14.3% | -7.8% | +22.1% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling