+1,773.8%
HWM vs SPMO
+527.6%
+1,246.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -1.9% |
| 7D | -2.1% | +2.0% | -4.1% | -4.0% |
| 30D | -11.0% | -0.4% | -10.6% | -10.9% |
| 3M | +4.0% | -1.9% | +5.9% | +3.7% |
| 6M | -0.2% | +25.0% | -25.3% | -21.8% |
| YTD | +26.7% | +26.0% | +0.6% | -1.6% |
| 1Y | +44.7% | +28.7% | +16.0% | +10.1% |
| 3Y | +426.1% | +160.9% | +265.2% | +100.9% |
| 5Y | +738.5% | +147.9% | +590.6% | +237.7% |
| All | +1,773.8% | +527.6% | +1,246.2% | +284.6% |
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