+1,773.8%
HWM vs SPY
+322.5%
+1,451.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -11.0% | +0.1% | -11.0% | -11.1% |
| 3M | +4.0% | +2.0% | +2.0% | +1.2% |
| 6M | -0.2% | +13.0% | -13.2% | -14.8% |
| YTD | +26.7% | +13.5% | +13.1% | +7.4% |
| 1Y | +44.7% | +20.0% | +24.8% | +14.4% |
| 3Y | +426.1% | +77.2% | +348.9% | +151.9% |
| 5Y | +738.5% | +81.9% | +656.6% | +286.8% |
| All | +1,773.8% | +322.5% | +1,451.3% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling