+22.4%
HPQ vs BURL
+63.9%
-41.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.5% |
| 7D | +6.9% | -2.8% | +9.7% | +7.8% |
| 30D | +14.4% | -28.2% | +42.6% | +25.8% |
| 3M | +25.6% | -17.6% | +43.2% | +32.3% |
| 6M | +75.0% | -11.8% | +86.8% | +79.2% |
| YTD | +50.7% | -8.1% | +58.8% | +51.8% |
| 1Y | +18.7% | -12.0% | +30.6% | +20.2% |
| All | +22.4% | +63.9% | -41.5% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling