+1,516.2%
HWM vs STLD
+804.7%
+711.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | -0.4% |
| 7D | -1.8% | -4.7% | +2.9% | +0.5% |
| 30D | -2.7% | -0.9% | -1.7% | -2.3% |
| 3M | -22.7% | -11.9% | -10.9% | -18.7% |
| 6M | -18.9% | +0.9% | -19.8% | -20.5% |
| YTD | +7.1% | +40.4% | -33.4% | -11.2% |
| 1Y | +4.7% | +56.6% | -51.9% | -17.7% |
| 3Y | +345.6% | +125.5% | +220.1% | +182.5% |
| 5Y | +588.3% | +292.8% | +295.4% | +204.6% |
| 10Y | +1,516.2% | +787.1% | +729.1% | +339.5% |
| All | +1,516.2% | +804.7% | +711.5% | +339.5% |
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