+1,581.2%
HWM vs SPXS
-99.5%
+1,680.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +1.1% |
| 7D | -8.0% | +1.2% | -9.3% | -7.4% |
| 30D | -18.0% | +5.2% | -23.2% | -16.0% |
| 3M | -9.5% | -9.2% | -0.3% | -12.3% |
| 6M | -8.4% | -29.6% | +21.2% | -19.2% |
| YTD | +13.6% | -27.6% | +41.3% | +1.9% |
| 1Y | +30.2% | -36.7% | +67.0% | +11.5% |
| 3Y | +392.2% | -79.8% | +472.1% | +195.9% |
| 5Y | +645.2% | -85.9% | +731.1% | +366.9% |
| All | +1,581.2% | -99.5% | +1,680.7% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling