+951.3%
HIW vs SPY
+2,794.8%
-1,843.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | -1.8% | -2.0% | +0.1% | +0.1% |
| 30D | +0.3% | -1.7% | +1.9% | +1.9% |
| 3M | +2.4% | +4.7% | -2.3% | -2.4% |
| 6M | +41.5% | +12.5% | +29.0% | +25.8% |
| YTD | +24.9% | +11.7% | +13.2% | +11.7% |
| 1Y | +3.1% | +17.5% | -14.3% | -12.3% |
| 3Y | +60.3% | +76.6% | -16.2% | -8.6% |
| 5Y | +0.8% | +82.0% | -81.3% | -44.6% |
| 10Y | +6.8% | +317.1% | -310.4% | -73.0% |
| All | +951.3% | +2,794.8% | -1,843.5% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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