+741.5%
HWM vs STLD
+292.4%
+449.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -2.1% | +3.1% | -5.3% | -3.2% |
| 30D | -11.0% | -9.0% | -2.0% | -8.3% |
| 3M | +4.0% | -12.4% | +16.4% | +8.3% |
| 6M | -0.2% | +25.5% | -25.7% | -9.2% |
| YTD | +26.7% | +43.6% | -17.0% | +9.2% |
| 1Y | +44.7% | +87.2% | -42.5% | +12.7% |
| 3Y | +426.1% | +135.2% | +290.9% | +269.5% |
| All | +741.5% | +292.4% | +449.1% | +383.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling