+1,524.1%
HWM vs STRL
+3,580.1%
-2,055.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.5% |
| 7D | +3.4% | -26.9% | +30.3% | +11.8% |
| 30D | -7.5% | -52.7% | +45.1% | +12.5% |
| 3M | -28.9% | -52.8% | +24.0% | -14.1% |
| 6M | -19.6% | -71.5% | +51.9% | +8.2% |
| YTD | +0.6% | -17.4% | +18.0% | -8.2% |
| 1Y | +0.3% | -35.0% | +35.3% | -2.1% |
| 3Y | +326.1% | +239.2% | +86.9% | +118.1% |
| 5Y | +525.2% | +830.2% | -305.0% | +111.3% |
| All | +1,524.1% | +3,580.1% | -2,055.9% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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