+3.3%
HWM vs SPY
+12.3%
-9.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +2.5% |
| 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% | -21.1% |
| 6M | -20.0% | +2.6% | -22.5% | -22.5% |
| YTD | +5.7% | +11.2% | -5.5% | -8.8% |
| All | +3.3% | +12.3% | -9.0% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling