+1,520.0%
HWM vs SPMO
+464.4%
+1,055.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | -1.1% |
| 7D | +5.0% | +1.8% | +3.2% | +3.2% |
| 30D | +1.5% | -10.0% | +11.5% | +11.3% |
| 3M | -20.3% | -9.4% | -11.0% | -13.5% |
| 6M | -18.0% | -7.7% | -10.3% | -14.5% |
| YTD | +9.5% | +13.3% | -3.8% | -6.9% |
| 1Y | +7.5% | +12.7% | -5.2% | -8.1% |
| 3Y | +355.7% | +127.5% | +228.2% | +96.5% |
| 5Y | +610.2% | +119.7% | +490.5% | +217.9% |
| 10Y | +1,516.8% | +469.5% | +1,047.3% | +261.8% |
| All | +1,520.0% | +464.4% | +1,055.7% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling