+9.9%
HWM vs SPMO
+11.2%
-1.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.2% |
| 7D | +7.3% | +6.3% | +0.9% | +4.0% |
| 30D | +1.6% | -8.9% | +10.4% | +6.0% |
| 3M | -21.9% | -13.2% | -8.6% | -16.6% |
| 6M | -19.0% | -9.3% | -9.8% | -18.0% |
| YTD | +7.9% | +11.6% | -3.6% | -10.9% |
| 1Y | +9.9% | +13.4% | -3.4% | -10.4% |
| All | +9.9% | +11.2% | -1.3% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling