+7.5%
HWM vs STLA
-61.0%
+68.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.5% | +5.8% | +2.4% |
| 7D | +5.0% | -11.6% | +16.6% | +5.7% |
| 30D | +1.5% | -6.2% | +7.7% | +1.8% |
| 3M | -20.3% | -24.6% | +4.3% | -19.1% |
| 6M | -18.0% | -44.9% | +26.9% | -15.0% |
| YTD | +9.5% | -62.3% | +71.8% | +10.2% |
| 1Y | +7.5% | -61.8% | +69.3% | +7.1% |
| All | +7.5% | -61.0% | +68.5% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling