+610.2%
HWM vs SPMO
+119.2%
+491.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | -1.0% |
| 7D | +5.0% | +1.8% | +3.2% | +3.2% |
| 30D | +1.5% | -10.0% | +11.5% | +11.1% |
| 3M | -20.3% | -9.4% | -11.0% | -13.7% |
| 6M | -18.0% | -7.7% | -10.3% | -14.9% |
| YTD | +9.5% | +13.3% | -3.8% | -8.5% |
| 1Y | +7.5% | +12.7% | -5.2% | -9.7% |
| 3Y | +355.7% | +127.5% | +228.2% | +80.2% |
| 5Y | +610.2% | +119.7% | +490.5% | +189.8% |
| All | +610.2% | +119.2% | +491.0% | +189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling