+1,773.8%
HWM vs STT
+263.8%
+1,510.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.4% |
| 30D | -11.0% | +3.9% | -14.8% | -13.1% |
| 3M | +4.0% | +20.0% | -15.9% | -6.8% |
| 6M | -0.2% | +55.3% | -55.5% | -23.6% |
| YTD | +26.7% | +53.3% | -26.7% | -3.1% |
| 1Y | +44.7% | +74.7% | -30.0% | +1.8% |
| 3Y | +426.1% | +205.8% | +220.3% | +157.7% |
| 5Y | +738.5% | +145.0% | +593.5% | +346.2% |
| All | +1,773.8% | +263.8% | +1,510.0% | +657.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling