+1,516.8%
HWM vs STLA
+0.5%
+1,516.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.5% | +5.8% | +3.5% |
| 7D | +5.0% | -11.6% | +16.6% | +9.7% |
| 30D | +1.5% | -6.2% | +7.7% | +3.2% |
| 3M | -20.3% | -24.6% | +4.3% | -13.1% |
| 6M | -18.0% | -44.9% | +26.9% | -0.2% |
| YTD | +9.5% | -62.3% | +71.8% | +49.6% |
| 1Y | +7.5% | -61.8% | +69.3% | +45.2% |
| 3Y | +355.7% | -75.3% | +431.0% | +583.1% |
| 5Y | +610.2% | -72.5% | +682.7% | +865.0% |
| 10Y | +1,516.8% | +0.8% | +1,516.0% | +1,099.6% |
| All | +1,516.8% | +0.5% | +1,516.3% | +1,099.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling