+1,387.4%
HWM vs SPY
+304.4%
+1,083.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.0% |
| 7D | +3.3% | -2.7% | +6.0% | +6.9% |
| 30D | -7.6% | -5.4% | -2.2% | -0.9% |
| 3M | -28.9% | -4.1% | -24.8% | -25.1% |
| 6M | -19.7% | +0.7% | -20.4% | -20.6% |
| YTD | +0.5% | +8.7% | -8.1% | -9.9% |
| 1Y | +0.3% | +10.9% | -10.6% | -12.4% |
| 3Y | +325.8% | +75.0% | +250.8% | +107.0% |
| 5Y | +524.7% | +67.8% | +457.0% | +221.0% |
| 10Y | +1,491.8% | +312.9% | +1,178.9% | +129.3% |
| All | +1,387.4% | +304.4% | +1,083.1% | +116.4% |
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