+325.8%
HWM vs STLA
-74.0%
+399.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.5% |
| 7D | +3.3% | -4.5% | +7.8% | +3.9% |
| 30D | -7.6% | -3.9% | -3.7% | -7.3% |
| 3M | -28.9% | -20.2% | -8.7% | -27.1% |
| 6M | -19.7% | -42.2% | +22.5% | -14.2% |
| YTD | +0.5% | -59.3% | +59.9% | +11.0% |
| 1Y | +0.3% | -56.1% | +56.3% | +9.1% |
| 3Y | +325.8% | -73.7% | +399.5% | +358.9% |
| All | +325.8% | -74.0% | +399.9% | +358.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling