+1,524.1%
HWM vs STT
+204.5%
+1,319.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +3.4% | -2.5% | +5.9% | +4.9% |
| 30D | -7.5% | -5.0% | -2.6% | -4.8% |
| 3M | -28.9% | -10.5% | -18.4% | -24.1% |
| 6M | -19.6% | +10.0% | -29.6% | -24.3% |
| YTD | +0.6% | +30.7% | -30.1% | -15.3% |
| 1Y | +0.3% | +43.8% | -43.4% | -20.4% |
| 3Y | +326.1% | +168.1% | +158.1% | +125.9% |
| 5Y | +525.2% | +101.4% | +423.8% | +276.7% |
| All | +1,524.1% | +204.5% | +1,319.6% | +632.2% |
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