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Funds (13F)

Barrow Hanley Mewhinney & Strauss LLC

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+12.1%
S&P 500 +14.1%
Last 12 months
+21.8%
S&P 500 +12.1%
Sharpe ratio
0.62
S&P 500 0.78
Biggest drop
−39.6%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$45.0k
StrategyS&P 500 $10,000 in Barrow Hanley Mewhinney & Strauss LLC from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Barrow Hanley Mewhinney & Strauss LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Barrow Hanley Mewhinney & Strauss LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.1%+14.1%
Total return+350%+470%
Last 12 months+21.8%+12.1%
Last 3 months+1.9%—
Last month+2.1%—
This year so far+18.0%—
Volatility a year17.6%16.0%
Sharpe ratio0.620.78
Biggest drop−39.6%−31.8%
Beta to the S&P 5001.011.00
Alpha a year (t-statistic)−1.6% (−0.79)—
Share of weeks up58%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
HPE3.3%——
MRK3.0%——
GEHC2.8%——
CCL2.5%——
KDP2.5%——
XEL2.3%——
PNW2.3%——
APTV2.1%——
ETR2.0%——
FCX2.0%——
CVX2.0%——
UNH1.9%——
APD1.9%——
AXTA1.9%——
BAC1.9%——
PSA1.8%——
MCHP1.7%——
FTV1.7%——
SCHW1.7%——
JCI1.6%——
ENTG1.6%——
CACI1.4%——
TEL1.4%——
UBER1.4%——
NXPI1.3%——
PR1.2%——
ACM1.2%——
EG1.1%——
PB1.1%——
HAL1.1%——
AMT1.1%——
AXP1.1%——
ABT1.0%——
WYNN1.0%——
GOOGL1.0%——
HUM1.0%——
PCG1.0%——
WFC1.0%——
ORCL1.0%——
PGR1.0%——
MDT0.9%——
LPLA0.9%——
JBHT0.9%——
MDU0.9%——
COHR0.9%——
RRX0.8%——
CNH0.8%——
WMG0.8%——
VICI0.8%——
BNS0.7%——
Q0.7%——
FIS0.7%——
NEM0.7%——
COF0.7%——
QCOM0.6%——
AVTR0.6%——
LFUS0.6%——
ST0.6%——
MAA0.6%——
WCC0.6%——
ELV0.6%——
WAL0.6%——
SLM0.5%——
GPGI0.5%——
AWK0.5%——
PLD0.5%——
UL0.5%——
CNP0.5%——
PENG0.5%——
SXI0.5%——
AMCR0.5%——
ICHR0.4%——
MTRN0.4%——
SFM0.4%——
ATI0.4%——
JEF0.4%——
CB0.4%——
CRH0.4%——
DAR0.4%——
DLR0.4%——
DD0.4%——
PSX0.4%——
ENB0.3%——
KN0.3%——
JD0.3%——
PAGP0.3%——
PDFS0.3%——
OII0.3%——
AIR0.3%——
LULU0.3%——
KALU0.3%——
CON0.3%——
LEN0.3%——
ACLS0.2%——
NOVT0.2%——
KNF0.2%——
AMSC0.2%——
VPG0.2%——
KEX0.2%——
WSC0.2%——
CIEN0.2%——
TILE0.2%——
VECO0.2%——
LITE0.2%——
AIN0.2%——
ZGN0.2%——
LOB0.2%——
TFIN0.2%——
SYNA0.1%——
ROCK0.1%——
AESI0.1%——
DNOW0.1%——
ZETA0.1%——
TRNS0.1%——
EPAC0.1%——
HTO0.1%——
HLMN0.1%——
JPM0.1%——
THRM0.1%——
FAF0.1%——
OFG0.1%——
GD0.1%——
DCH0.1%——
PG0.1%——
SYY0.1%——
NTRS0.1%——
BUR0.1%——
CCEP0.1%——
NWPX0.1%——
GSM0.1%——
PM0.1%——
LHX0.1%——
RPRX0.1%——
ESI0.1%——
IFF0.1%——
MCD0.1%——
SN0.0%——
NVT0.0%——
MGY0.0%——
TSN0.0%——
CUBE0.0%——
HUBB0.0%——
CLX0.0%——
CMCSA0.0%——
NCLH0.0%——
RAL0.0%——
REZI0.0%——
CNK0.0%——
EGP0.0%——
EXP0.0%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+12.1%+14.1%0.620.78−39.6%1.01−1.6% (−0.79)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.0%+13.9%0.530.66−39.6%1.00−1.4% (−0.47)
Last three years3 Nov 2023 to 2 Nov 2026+20.6%+21.8%1.111.16−17.7%0.78+2.6% (0.53)
Last year7 Nov 2025 to 2 Nov 2026+22.0%+14.2%1.380.84−8.2%0.63+10.3% (1.08)
DateCompanyAction
14 Aug 2026WLYBought
14 Aug 2026VSTSBought
14 Aug 2026VCBought
14 Aug 2026USARBought
14 Aug 2026TXGBought
14 Aug 2026TRSBought
14 Aug 2026TNCBought
14 Aug 2026THBought
14 Aug 2026TELBought
14 Aug 2026TEBought
14 Aug 2026SXTBought
14 Aug 2026SHLSBought
14 Aug 2026RPRXBought
14 Aug 2026RHPBought
14 Aug 2026PTONBought
14 Aug 2026PLUGBought
14 Aug 2026PLPCBought
14 Aug 2026PDMBought
14 Aug 2026OUTBought
14 Aug 2026OPLNBought
14 Aug 2026NXPIBought
14 Aug 2026NWPXBought
14 Aug 2026NVTSBought
14 Aug 2026NVECBought
14 Aug 2026MYRGBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZDSold
14 Aug 2026WWWSold
14 Aug 2026WTWSold
14 Aug 2026WRBYSold
14 Aug 2026WNCSold
14 Aug 2026VYXSold
14 Aug 2026VSHSold
14 Aug 2026VRTSold
14 Aug 2026VISNSold
14 Aug 2026VIAVSold
14 Aug 2026UNITSold
14 Aug 2026UFPISold
14 Aug 2026TROXSold
14 Aug 2026SMSold
14 Aug 2026SLABSold
14 Aug 2026SHOESold
14 Aug 2026SANMSold
14 Aug 2026RBBSold
14 Aug 2026QDELSold
14 Aug 2026PLTKSold
14 Aug 2026OISSold
14 Aug 2026OISold
14 Aug 2026NXSold
14 Aug 2026NAVISold
14 Aug 2026NABLSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest