+1,484.3%
HWM vs BURL
+258.4%
+1,225.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.0% |
| 7D | -2.4% | +3.5% | -5.9% | -3.6% |
| 30D | -13.3% | -9.3% | -4.0% | -10.7% |
| 3M | -31.0% | -32.1% | +1.1% | -22.6% |
| 6M | -17.1% | -19.8% | +2.7% | -12.5% |
| YTD | -1.9% | -13.2% | +11.3% | +0.6% |
| 1Y | -2.4% | -7.8% | +5.4% | -2.8% |
| 3Y | +322.2% | +89.3% | +232.9% | +216.6% |
| 5Y | +509.8% | -15.8% | +525.7% | +478.3% |
| All | +1,484.3% | +258.4% | +1,225.9% | +1,087.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling