+741.5%
HWM vs BURL
-11.0%
+752.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 3M | +4.0% | -17.6% | +21.6% | +8.4% |
| 6M | -0.2% | -11.8% | +11.6% | +1.7% |
| YTD | +26.7% | -8.1% | +34.8% | +27.8% |
| 1Y | +44.7% | -12.0% | +56.7% | +46.4% |
| 3Y | +426.1% | +63.3% | +362.8% | +348.3% |
| All | +741.5% | -11.0% | +752.4% | +746.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling