+1,523.0%
HWM vs BURL
+252.7%
+1,270.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | +3.3% | +4.1% | -0.8% | +1.8% |
| 30D | -7.6% | -9.5% | +1.9% | -4.9% |
| 3M | -28.9% | -33.5% | +4.6% | -19.7% |
| 6M | -19.7% | -22.1% | +2.4% | -14.4% |
| YTD | +0.5% | -14.6% | +15.1% | +3.5% |
| 1Y | +0.3% | -8.4% | +8.6% | 0.0% |
| 3Y | +325.8% | +86.6% | +239.3% | +220.7% |
| 5Y | +524.7% | -17.2% | +541.9% | +495.3% |
| All | +1,523.0% | +252.7% | +1,270.3% | +1,122.7% |
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