+645.2%
HWM vs SPXU
-85.9%
+731.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +1.0% |
| 7D | -8.0% | +1.3% | -9.3% | -7.5% |
| 30D | -18.0% | +5.1% | -23.1% | -16.3% |
| 3M | -9.5% | -9.1% | -0.4% | -11.9% |
| 6M | -8.4% | -29.6% | +21.2% | -18.0% |
| YTD | +13.6% | -27.7% | +41.3% | +3.2% |
| 1Y | +30.2% | -37.0% | +67.2% | +13.4% |
| 3Y | +392.2% | -80.2% | +472.4% | +217.0% |
| 5Y | +645.2% | -86.0% | +731.2% | +405.9% |
| All | +645.2% | -85.9% | +731.1% | +405.9% |
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