+441.1%
HWM vs STRL
+484.5%
-43.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -1.6% |
| 7D | -2.1% | +3.4% | -5.5% | -2.8% |
| 30D | -11.0% | -9.2% | -1.7% | -9.5% |
| 3M | +4.0% | -51.0% | +55.1% | +17.9% |
| 6M | -0.2% | +15.8% | -16.0% | -11.2% |
| YTD | +26.7% | +58.9% | -32.2% | +3.0% |
| 1Y | +44.7% | +68.5% | -23.8% | +13.7% |
| All | +441.1% | +484.5% | -43.4% | +210.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling