+577.9%
HWM vs STLA
-74.6%
+652.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +7.3% | -13.8% | +21.1% | +10.8% |
| 30D | +1.6% | -10.5% | +12.1% | +3.7% |
| 3M | -21.9% | -28.9% | +7.0% | -16.3% |
| 6M | -19.0% | -49.7% | +30.7% | -6.1% |
| YTD | +7.9% | -64.9% | +72.9% | +34.3% |
| 1Y | +9.9% | -64.0% | +74.0% | +35.3% |
| 3Y | +342.1% | -77.4% | +419.6% | +489.7% |
| All | +577.9% | -74.6% | +652.4% | +730.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling