+1,516.2%
HWM vs STRL
+3,927.3%
-2,411.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -1.8% | -19.8% | +18.1% | +3.5% |
| 30D | -2.7% | -43.6% | +40.9% | +12.6% |
| 3M | -22.7% | -45.2% | +22.5% | -10.6% |
| 6M | -18.9% | -65.7% | +46.8% | +3.7% |
| YTD | +7.1% | -5.4% | +12.5% | -6.2% |
| 1Y | +4.7% | -24.7% | +29.4% | -2.2% |
| 3Y | +345.6% | +335.0% | +10.5% | +111.8% |
| 5Y | +588.3% | +915.3% | -327.0% | +127.2% |
| 10Y | +1,516.2% | +3,877.5% | -2,361.3% | +216.5% |
| All | +1,516.2% | +3,927.3% | -2,411.1% | +216.5% |
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