+1,579.2%
HWM vs SPG
+117.3%
+1,461.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.0% |
| 7D | +1.6% | +5.1% | -3.5% | -1.0% |
| 30D | -3.9% | +16.8% | -20.8% | -11.4% |
| 3M | -23.2% | +5.7% | -28.9% | -25.6% |
| 6M | -20.0% | +17.8% | -37.8% | -27.0% |
| YTD | +5.7% | +30.1% | -24.4% | -8.6% |
| 1Y | +4.9% | +32.8% | -27.9% | -10.3% |
| 3Y | +347.0% | +137.2% | +209.8% | +177.9% |
| 5Y | +563.0% | +81.5% | +481.6% | +365.6% |
| 10Y | +1,579.2% | +116.5% | +1,462.6% | +803.4% |
| All | +1,579.2% | +117.3% | +1,461.9% | +803.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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