+1,484.2%
HWM vs SPXS
-99.5%
+1,583.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.8% |
| 7D | -1.8% | +0.4% | -2.2% | -0.9% |
| 30D | -2.7% | +10.8% | -13.5% | +2.7% |
| 3M | -22.7% | +9.6% | -32.4% | -18.6% |
| 6M | -18.9% | -4.7% | -14.2% | -18.7% |
| YTD | +7.1% | -24.6% | +31.6% | -1.1% |
| 1Y | +4.7% | -24.6% | +29.2% | -2.9% |
| 3Y | +345.6% | -79.8% | +425.3% | +168.9% |
| 5Y | +588.3% | -83.3% | +671.6% | +367.0% |
| 10Y | +1,516.2% | -99.5% | +1,615.6% | +243.5% |
| All | +1,484.2% | -99.5% | +1,583.8% | +229.2% |
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