+772.1%
HWBK vs SPY
+767.6%
+4.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +0.7% | -2.0% | +2.7% | +1.4% |
| 30D | +0.2% | -1.7% | +1.8% | +0.8% |
| 3M | +8.3% | +4.7% | +3.6% | +6.4% |
| 6M | +23.6% | +12.5% | +11.1% | +18.2% |
| YTD | +15.7% | +11.7% | +3.9% | +10.9% |
| 1Y | +29.0% | +17.5% | +11.5% | +21.4% |
| 3Y | +158.3% | +76.6% | +81.7% | +109.8% |
| 5Y | +120.7% | +82.0% | +38.7% | +75.0% |
| 10Y | +293.3% | +317.1% | -23.8% | +148.6% |
| All | +772.1% | +767.6% | +4.5% | +359.1% |
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