+1,520.0%
HWM vs SPXU
-99.5%
+1,619.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +0.6% |
| 7D | +5.0% | +1.5% | +3.4% | +6.5% |
| 30D | +1.5% | +6.4% | -4.8% | +5.3% |
| 3M | -20.3% | +4.2% | -24.6% | -17.8% |
| 6M | -18.0% | -7.8% | -10.3% | -18.9% |
| YTD | +9.5% | -27.5% | +37.0% | -0.6% |
| 1Y | +7.5% | -27.1% | +34.6% | -1.8% |
| 3Y | +355.7% | -80.8% | +436.5% | +167.9% |
| 5Y | +610.2% | -84.1% | +694.3% | +370.9% |
| 10Y | +1,516.8% | -99.5% | +1,616.3% | +231.6% |
| All | +1,520.0% | -99.5% | +1,619.6% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling