+441.1%
HWM vs BURL
+63.9%
+377.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | -2.1% | -2.8% | +0.7% | -1.4% |
| 30D | -11.0% | -28.2% | +17.2% | -4.4% |
| 3M | +4.0% | -17.6% | +21.6% | +8.1% |
| 6M | -0.2% | -11.8% | +11.6% | +1.6% |
| YTD | +26.7% | -8.1% | +34.8% | +27.6% |
| 1Y | +44.7% | -12.0% | +56.7% | +46.4% |
| All | +441.1% | +63.9% | +377.2% | +351.4% |
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