+1,387.4%
HWM vs STLA
+11.7%
+1,375.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.5% |
| 7D | +3.3% | -4.5% | +7.8% | +4.9% |
| 30D | -7.6% | -3.9% | -3.7% | -6.8% |
| 3M | -28.9% | -20.2% | -8.7% | -23.9% |
| 6M | -19.7% | -42.2% | +22.5% | -3.9% |
| YTD | +0.5% | -59.3% | +59.9% | +33.8% |
| 1Y | +0.3% | -56.1% | +56.3% | +28.3% |
| 3Y | +325.8% | -73.7% | +399.5% | +524.4% |
| 5Y | +524.7% | -70.3% | +595.0% | +725.8% |
| 10Y | +1,491.8% | +23.1% | +1,468.7% | +974.7% |
| All | +1,387.4% | +11.7% | +1,375.8% | +925.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling