+1,352.0%
HWM vs STRL
+3,797.0%
-2,445.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.9% | +7.9% | -2.1% |
| 7D | -2.4% | -34.6% | +32.2% | +8.8% |
| 30D | -13.3% | -56.7% | +43.4% | +8.2% |
| 3M | -31.0% | -54.4% | +23.4% | -15.9% |
| 6M | -17.1% | -69.7% | +52.5% | +9.4% |
| YTD | -1.9% | -20.2% | +18.3% | -9.6% |
| 1Y | -2.4% | -40.6% | +38.1% | -2.1% |
| 3Y | +322.2% | +221.7% | +100.5% | +119.9% |
| 5Y | +509.8% | +799.0% | -289.1% | +108.6% |
| 10Y | +1,453.8% | +3,451.5% | -1,997.7% | +215.1% |
| All | +1,352.0% | +3,797.0% | -2,445.0% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling