+405.4%
HPQ vs BURL
+1,051.1%
-645.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.2% |
| 3M | +25.6% | -17.6% | +43.2% | +32.0% |
| 6M | +75.0% | -11.8% | +86.8% | +79.3% |
| YTD | +50.7% | -8.1% | +58.8% | +52.2% |
| 1Y | +18.7% | -12.0% | +30.6% | +20.4% |
| 3Y | +21.5% | +63.3% | -41.8% | +1.5% |
| 5Y | +31.6% | -10.8% | +42.4% | +23.6% |
| 10Y | +216.1% | +215.9% | +0.1% | +121.4% |
| All | +405.4% | +1,051.1% | -645.7% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling