+1,490.9%
HWM vs STLD
+790.2%
+700.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +11.1% | +6.9% | +4.3% | +7.8% |
| 30D | +3.0% | -1.5% | +4.4% | +3.7% |
| 3M | -20.7% | -9.7% | -11.0% | -17.5% |
| 6M | -17.2% | +2.3% | -19.5% | -19.3% |
| YTD | +9.1% | +41.0% | -32.0% | -9.7% |
| 1Y | +9.0% | +51.8% | -42.8% | -12.9% |
| 3Y | +353.8% | +126.4% | +227.4% | +187.2% |
| 5Y | +608.0% | +285.7% | +322.3% | +216.6% |
| All | +1,490.9% | +790.2% | +700.7% | +324.8% |
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