+160.7%
HWBK vs SPY
+77.0%
+83.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.4% |
| 7D | -0.6% | -0.8% | +0.1% | -0.3% |
| 30D | -0.6% | -1.1% | +0.5% | -0.2% |
| 3M | +8.7% | +3.9% | +4.8% | +6.9% |
| 6M | +23.3% | +13.6% | +9.7% | +16.4% |
| YTD | +15.6% | +12.7% | +2.9% | +9.5% |
| 1Y | +25.4% | +17.5% | +7.9% | +16.2% |
| 3Y | +160.7% | +76.9% | +83.8% | +104.4% |
| All | +160.7% | +77.0% | +83.8% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling