+265.0%
HWKN vs SPY
+82.3%
+182.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.5% |
| 7D | -3.9% | -0.8% | -3.2% | -3.3% |
| 30D | -4.0% | -1.1% | -3.0% | -3.2% |
| 3M | -20.8% | +3.9% | -24.7% | -23.3% |
| 6M | -15.9% | +13.6% | -29.5% | -24.5% |
| YTD | -12.3% | +12.7% | -25.0% | -20.7% |
| 1Y | -29.5% | +17.5% | -47.0% | -38.3% |
| 3Y | +123.8% | +76.9% | +46.9% | +44.3% |
| All | +265.0% | +82.3% | +182.7% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling