+1,573.3%
HWM vs SPY
+320.2%
+1,253.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.5% | -10.2% | -10.0% |
| 7D | -9.2% | +0.5% | -9.7% | -9.7% |
| 30D | -17.9% | -0.9% | -16.9% | -16.8% |
| 3M | -6.0% | +3.9% | -9.9% | -10.6% |
| 6M | -7.4% | +14.5% | -21.9% | -22.1% |
| YTD | +13.1% | +12.9% | +0.2% | -3.3% |
| 1Y | +29.3% | +19.4% | +9.9% | +2.9% |
| 3Y | +389.9% | +78.5% | +311.5% | +132.6% |
| 5Y | +655.5% | +81.8% | +573.8% | +248.8% |
| All | +1,573.3% | +320.2% | +1,253.1% | +132.0% |
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