+608.0%
HWM vs STT
+105.9%
+502.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +11.1% | +5.1% | +6.0% | +8.5% |
| 30D | +3.0% | -0.2% | +3.2% | +3.1% |
| 3M | -20.7% | -8.1% | -12.6% | -17.3% |
| 6M | -17.2% | +16.6% | -33.8% | -23.2% |
| YTD | +9.1% | +37.8% | -28.8% | -7.4% |
| 1Y | +9.0% | +46.8% | -37.8% | -10.4% |
| 3Y | +353.8% | +181.2% | +172.7% | +167.0% |
| 5Y | +608.0% | +105.1% | +502.9% | +374.0% |
| All | +608.0% | +105.9% | +502.1% | +374.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling