+9.9%
HWM vs STRL
-22.7%
+32.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.6% |
| 7D | +7.3% | +15.7% | -8.4% | +4.9% |
| 30D | +1.6% | -35.5% | +37.0% | +7.1% |
| 3M | -21.9% | -47.1% | +25.3% | -15.8% |
| 6M | -19.0% | -65.8% | +46.7% | -9.2% |
| YTD | +7.9% | -4.5% | +12.5% | -6.7% |
| 1Y | +9.9% | -10.5% | +20.4% | -4.5% |
| All | +9.9% | -22.7% | +32.6% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling