+29.3%
HWM vs SPG
+22.1%
+7.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.2% | -11.9% | -10.9% |
| 7D | -9.2% | 0.0% | -9.2% | -9.2% |
| 30D | -17.9% | -4.9% | -12.9% | -17.0% |
| 3M | -6.0% | +3.3% | -9.4% | -7.8% |
| 6M | -7.4% | +11.2% | -18.6% | -10.8% |
| YTD | +13.1% | +17.1% | -4.0% | +8.7% |
| 1Y | +29.3% | +21.6% | +7.7% | +24.0% |
| All | +29.3% | +22.1% | +7.2% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling