+655.5%
HWM vs SPXS
-85.9%
+741.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.6% | -12.3% | -10.1% |
| 7D | -9.2% | -1.5% | -7.6% | -9.6% |
| 30D | -17.9% | +3.7% | -21.5% | -16.6% |
| 3M | -6.0% | -9.6% | +3.5% | -8.7% |
| 6M | -7.4% | -32.4% | +25.0% | -18.3% |
| YTD | +13.1% | -28.7% | +41.8% | +2.2% |
| 1Y | +29.3% | -38.1% | +67.4% | +11.8% |
| 3Y | +389.9% | -80.1% | +470.0% | +216.0% |
| 5Y | +655.5% | -85.9% | +741.4% | +416.6% |
| All | +655.5% | -85.9% | +741.4% | +416.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling