+1,497.0%
HWM vs SPXS
-99.5%
+1,596.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.5% |
| 7D | +7.3% | -7.5% | +14.8% | +4.1% |
| 30D | +1.6% | +5.3% | -3.8% | +4.9% |
| 3M | -21.9% | +9.7% | -31.6% | -17.6% |
| 6M | -19.0% | -4.6% | -14.5% | -18.7% |
| YTD | +7.9% | -25.8% | +33.7% | -1.0% |
| 1Y | +9.9% | -28.8% | +38.7% | -0.5% |
| 3Y | +342.1% | -80.2% | +422.3% | +164.7% |
| 5Y | +600.8% | -83.2% | +684.0% | +377.6% |
| 10Y | +1,493.8% | -99.5% | +1,593.3% | +236.1% |
| All | +1,497.0% | -99.5% | +1,596.6% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling