+1,387.4%
HWM vs SPG
+107.4%
+1,280.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | +3.3% | +4.9% | -1.6% | +0.8% |
| 30D | -7.6% | +15.6% | -23.2% | -14.4% |
| 3M | -28.9% | +4.1% | -33.0% | -30.6% |
| 6M | -19.7% | +13.6% | -33.2% | -25.4% |
| YTD | +0.5% | +27.5% | -27.0% | -12.2% |
| 1Y | +0.3% | +32.2% | -32.0% | -14.1% |
| 3Y | +325.8% | +126.0% | +199.8% | +171.2% |
| 5Y | +524.7% | +74.7% | +450.0% | +346.9% |
| 10Y | +1,491.8% | +112.8% | +1,378.9% | +759.7% |
| All | +1,387.4% | +107.4% | +1,280.0% | +712.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling