+1,547.2%
HWM vs SPMO
+518.4%
+1,028.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -0.3% |
| 7D | -12.5% | +0.1% | -12.6% | -12.6% |
| 30D | -19.0% | -0.7% | -18.3% | -18.7% |
| 3M | -8.6% | +2.8% | -11.4% | -12.7% |
| 6M | -10.2% | +24.4% | -34.6% | -29.3% |
| YTD | +11.3% | +24.2% | -12.9% | -12.4% |
| 1Y | +24.3% | +24.5% | -0.2% | -2.5% |
| 3Y | +382.3% | +155.6% | +226.7% | +87.6% |
| 5Y | +640.6% | +148.2% | +492.4% | +197.8% |
| All | +1,547.2% | +518.4% | +1,028.8% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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