+441.1%
HWM vs SPG
+112.6%
+328.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -2.1% | -2.4% | +0.3% | -1.0% |
| 30D | -11.0% | -6.8% | -4.2% | -8.2% |
| 3M | +4.0% | +2.7% | +1.4% | +2.2% |
| 6M | -0.2% | +5.5% | -5.7% | -3.3% |
| YTD | +26.7% | +15.7% | +10.9% | +17.4% |
| 1Y | +44.7% | +20.9% | +23.8% | +31.1% |
| All | +441.1% | +112.6% | +328.5% | +269.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling