+645.2%
HWM vs SPMO
+149.2%
+496.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -8.0% | +2.7% | -10.7% | -10.3% |
| 30D | -18.0% | +1.1% | -19.1% | -19.0% |
| 3M | -9.5% | +2.0% | -11.5% | -12.9% |
| 6M | -8.4% | +26.5% | -34.9% | -30.0% |
| YTD | +13.6% | +26.5% | -12.9% | -13.3% |
| 1Y | +30.2% | +27.9% | +2.3% | -1.8% |
| 3Y | +392.2% | +160.4% | +231.8% | +74.5% |
| 5Y | +645.2% | +151.5% | +493.7% | +173.0% |
| All | +645.2% | +149.2% | +496.0% | +173.0% |
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