+1,579.2%
HWM vs SPY
+315.0%
+1,264.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +2.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -3.9% | -3.3% | -0.6% | +0.3% |
| 3M | -23.2% | -2.4% | -20.8% | -20.8% |
| 6M | -20.0% | +2.6% | -22.5% | -22.7% |
| YTD | +5.7% | +11.2% | -5.5% | -8.0% |
| 1Y | +4.9% | +13.4% | -8.5% | -10.9% |
| 3Y | +347.0% | +79.9% | +267.1% | +109.5% |
| 5Y | +563.0% | +72.2% | +490.8% | +229.3% |
| 10Y | +1,579.2% | +307.3% | +1,271.8% | +109.2% |
| All | +1,579.2% | +315.0% | +1,264.1% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling