+1,516.8%
HWM vs STRL
+4,073.8%
-2,557.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.7% | +0.9% |
| 7D | +5.0% | +7.1% | -2.2% | +2.6% |
| 30D | +1.5% | -39.4% | +40.9% | +15.1% |
| 3M | -20.3% | -43.0% | +22.6% | -8.9% |
| 6M | -18.0% | -65.0% | +47.0% | +4.3% |
| YTD | +9.5% | -0.8% | +10.3% | -5.3% |
| 1Y | +7.5% | -20.3% | +27.8% | -1.2% |
| 3Y | +355.7% | +356.5% | -0.9% | +113.7% |
| 5Y | +610.2% | +952.8% | -342.6% | +132.3% |
| 10Y | +1,516.8% | +3,877.1% | -2,360.3% | +217.5% |
| All | +1,516.8% | +4,073.8% | -2,557.0% | +217.5% |
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