+360.3%
HPQ vs BURL
+987.9%
-627.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.8% |
| 7D | -7.5% | +3.5% | -11.0% | -8.3% |
| 30D | -7.2% | -9.3% | +2.1% | -4.7% |
| 3M | +4.2% | -32.1% | +36.3% | +15.4% |
| 6M | +42.3% | -19.8% | +62.1% | +49.7% |
| YTD | +37.2% | -13.2% | +50.4% | +40.3% |
| 1Y | +16.1% | -7.8% | +24.0% | +16.1% |
| 3Y | +21.5% | +89.3% | -67.8% | -2.5% |
| 5Y | +11.3% | -15.8% | +27.1% | +6.0% |
| 10Y | +181.0% | +262.2% | -81.1% | +93.6% |
| All | +360.3% | +987.9% | -627.6% | +204.2% |
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 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