+1,516.2%
HWM vs STT
+198.3%
+1,317.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | -1.8% | +1.1% | -2.9% | -2.4% |
| 30D | -2.7% | -1.9% | -0.8% | -1.6% |
| 3M | -22.7% | -7.6% | -15.2% | -19.1% |
| 6M | -18.9% | +16.0% | -34.9% | -26.0% |
| YTD | +7.1% | +36.2% | -29.1% | -12.0% |
| 1Y | +4.7% | +46.8% | -42.1% | -18.0% |
| 3Y | +345.6% | +177.8% | +167.8% | +131.2% |
| 5Y | +588.3% | +105.8% | +482.4% | +310.3% |
| 10Y | +1,516.2% | +197.6% | +1,318.6% | +627.1% |
| All | +1,516.2% | +198.3% | +1,317.9% | +627.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling