+1,443.5%
HWM vs BURL
+248.0%
+1,195.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.7% | -12.0% | -6.7% |
| 7D | +9.4% | +10.4% | -1.0% | +5.9% |
| 30D | -7.0% | -4.9% | -2.0% | -5.7% |
| 3M | -25.9% | -29.8% | +3.9% | -17.7% |
| 6M | -10.8% | -16.5% | +5.6% | -7.1% |
| YTD | +4.3% | -10.5% | +14.9% | +5.9% |
| 1Y | +4.4% | -5.3% | +9.7% | +3.1% |
| 3Y | +348.8% | +95.1% | +253.7% | +233.3% |
| 5Y | +598.5% | -12.1% | +610.5% | +552.3% |
| 10Y | +1,551.7% | +273.2% | +1,278.5% | +1,096.3% |
| All | +1,443.5% | +248.0% | +1,195.5% | +1,014.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling