+345.6%
HWM vs STRL
+340.9%
+4.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -1.8% | -19.8% | +18.1% | +2.0% |
| 30D | -2.7% | -43.6% | +40.9% | +8.0% |
| 3M | -22.7% | -45.2% | +22.5% | -14.2% |
| 6M | -18.9% | -65.7% | +46.8% | -3.1% |
| YTD | +7.1% | -5.4% | +12.5% | -5.1% |
| 1Y | +4.7% | -24.7% | +29.4% | -2.1% |
| 3Y | +345.6% | +335.0% | +10.5% | +170.5% |
| All | +345.6% | +340.9% | +4.7% | +170.5% |
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 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