+610.2%
HWM vs STRL
+975.2%
-365.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.7% | +1.1% |
| 7D | +5.0% | +7.1% | -2.2% | +3.1% |
| 30D | +1.5% | -39.4% | +40.9% | +12.5% |
| 3M | -20.3% | -43.0% | +22.6% | -11.1% |
| 6M | -18.0% | -65.0% | +47.0% | 0.0% |
| YTD | +9.5% | -0.8% | +10.3% | -4.6% |
| 1Y | +7.5% | -20.3% | +27.8% | -1.0% |
| 3Y | +355.7% | +356.5% | -0.9% | +128.9% |
| 5Y | +610.2% | +952.8% | -342.6% | +127.6% |
| All | +610.2% | +975.2% | -365.0% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling