+1,773.8%
HWM vs STLD
+958.7%
+815.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | -2.1% | +3.1% | -5.3% | -3.6% |
| 30D | -11.0% | -9.0% | -2.0% | -7.4% |
| 3M | +4.0% | -12.4% | +16.4% | +9.5% |
| 6M | -0.2% | +25.5% | -25.7% | -11.8% |
| YTD | +26.7% | +43.6% | -17.0% | +4.4% |
| 1Y | +44.7% | +87.2% | -42.5% | +4.6% |
| 3Y | +426.1% | +135.2% | +290.9% | +228.1% |
| 5Y | +738.5% | +290.9% | +447.6% | +273.5% |
| All | +1,773.8% | +958.7% | +815.1% | +373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling