+325.8%
HWM vs STT
+165.4%
+160.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +3.3% | -2.5% | +5.8% | +4.6% |
| 30D | -7.6% | -5.0% | -2.7% | -5.2% |
| 3M | -28.9% | -10.5% | -18.5% | -24.9% |
| 6M | -19.7% | +10.0% | -29.7% | -23.3% |
| YTD | +0.5% | +30.7% | -30.1% | -12.5% |
| 1Y | +0.3% | +43.8% | -43.5% | -17.2% |
| 3Y | +325.8% | +168.1% | +157.8% | +175.0% |
| All | +325.8% | +165.4% | +160.5% | +175.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling