+342.1%
HWM vs SPG
+135.6%
+206.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.9% |
| 7D | +7.3% | +2.0% | +5.3% | +6.5% |
| 30D | +1.6% | +17.2% | -15.7% | -4.9% |
| 3M | -21.9% | +6.3% | -28.2% | -23.8% |
| 6M | -19.0% | +18.7% | -37.7% | -25.2% |
| YTD | +7.9% | +30.1% | -22.1% | -4.6% |
| 1Y | +9.9% | +32.8% | -22.8% | -3.7% |
| 3Y | +342.1% | +133.6% | +208.6% | +217.0% |
| All | +342.1% | +135.6% | +206.6% | +217.0% |
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 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