+580.3%
HWKN vs SPY
+322.5%
+257.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.4% |
| 7D | -3.9% | -0.8% | -3.2% | -3.2% |
| 30D | -4.0% | -1.1% | -3.0% | -3.0% |
| 3M | -20.8% | +3.9% | -24.7% | -23.8% |
| 6M | -15.9% | +13.6% | -29.5% | -25.9% |
| YTD | -12.3% | +12.7% | -25.0% | -22.1% |
| 1Y | -29.5% | +17.5% | -47.0% | -39.8% |
| 3Y | +123.8% | +76.9% | +46.9% | +29.5% |
| 5Y | +269.9% | +83.6% | +186.4% | +103.3% |
| All | +580.3% | +322.5% | +257.9% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling