+315.7%
HWM vs BURL
+89.8%
+225.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.3% |
| 7D | -2.4% | +3.5% | -5.9% | -3.2% |
| 30D | -13.3% | -9.3% | -4.0% | -11.4% |
| 3M | -31.0% | -32.1% | +1.1% | -25.2% |
| 6M | -17.1% | -19.8% | +2.7% | -13.9% |
| YTD | -1.9% | -13.2% | +11.3% | 0.0% |
| 1Y | -2.4% | -7.8% | +5.4% | -2.6% |
| All | +315.7% | +89.8% | +225.9% | +279.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling