+563.0%
HWM vs STLD
+269.6%
+293.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.3% |
| 7D | +1.6% | -9.7% | +11.3% | +5.4% |
| 30D | -3.9% | -4.5% | +0.6% | -2.3% |
| 3M | -23.2% | -13.1% | -10.1% | -19.6% |
| 6M | -20.0% | -2.8% | -17.2% | -20.0% |
| YTD | +5.7% | +35.3% | -29.6% | -7.4% |
| 1Y | +4.9% | +51.4% | -46.5% | -12.0% |
| 3Y | +347.0% | +117.9% | +229.1% | +219.5% |
| 5Y | +563.0% | +272.6% | +290.4% | +277.1% |
| All | +563.0% | +269.6% | +293.4% | +277.1% |
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