+563.0%
HWM vs SPXU
-83.1%
+646.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.0% | +12.1% | +2.4% |
| 7D | +1.6% | -1.5% | +3.1% | +1.7% |
| 30D | -3.9% | +9.7% | -13.6% | +0.4% |
| 3M | -23.2% | +8.4% | -31.7% | -19.9% |
| 6M | -20.0% | -5.7% | -14.2% | -20.1% |
| YTD | +5.7% | -25.4% | +31.1% | -1.9% |
| 1Y | +4.9% | -28.9% | +33.7% | -4.0% |
| 3Y | +347.0% | -81.2% | +428.2% | +183.4% |
| 5Y | +563.0% | -83.3% | +646.3% | +377.1% |
| All | +563.0% | -83.1% | +646.1% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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