+1,523.0%
HWM vs STLD
+868.9%
+654.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +2.0% | +2.2% |
| 7D | +3.3% | -11.1% | +14.4% | +9.0% |
| 30D | -7.6% | -4.8% | -2.8% | -5.5% |
| 3M | -28.9% | -14.6% | -14.4% | -24.2% |
| 6M | -19.7% | -7.4% | -12.3% | -18.1% |
| YTD | +0.5% | +32.6% | -32.0% | -14.3% |
| 1Y | +0.3% | +47.3% | -47.1% | -18.9% |
| 3Y | +325.8% | +107.5% | +218.3% | +181.2% |
| 5Y | +524.7% | +268.8% | +255.9% | +185.8% |
| All | +1,523.0% | +868.9% | +654.1% | +328.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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