+26.8%
HWM vs SPXS
-35.8%
+62.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +1.0% |
| 7D | -8.0% | +1.2% | -9.3% | -7.5% |
| 30D | -18.0% | +5.2% | -23.2% | -16.3% |
| 3M | -9.5% | -9.2% | -0.3% | -12.0% |
| 6M | -8.4% | -29.6% | +21.2% | -18.9% |
| YTD | +13.6% | -27.6% | +41.3% | +1.5% |
| All | +26.8% | -35.8% | +62.6% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling