+10.3%
HPQ vs BURL
-9.5%
+19.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -3.2% | -0.8% | -2.4% | -3.1% |
| 30D | -3.0% | -4.4% | +1.4% | -1.9% |
| 3M | +0.6% | -28.6% | +29.2% | +9.7% |
| 6M | +36.6% | -12.3% | +48.9% | +40.1% |
| YTD | +35.0% | -11.3% | +46.3% | +37.1% |
| 1Y | +23.1% | -10.4% | +33.5% | +24.0% |
| 3Y | +18.6% | +96.1% | -77.4% | -4.3% |
| 5Y | +10.3% | -5.0% | +15.4% | +3.0% |
| All | +10.3% | -9.5% | +19.8% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling