+1,547.2%
HWM vs SPYG
+415.2%
+1,131.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.2% |
| 7D | -12.5% | -1.8% | -10.7% | -10.9% |
| 30D | -19.0% | -1.9% | -17.1% | -17.5% |
| 3M | -8.6% | +5.2% | -13.8% | -13.2% |
| 6M | -10.2% | +15.6% | -25.7% | -22.3% |
| YTD | +11.3% | +12.4% | -1.1% | -1.4% |
| 1Y | +24.3% | +17.5% | +6.8% | +5.3% |
| 3Y | +382.3% | +98.1% | +284.2% | +143.6% |
| 5Y | +640.6% | +84.9% | +555.7% | +293.6% |
| All | +1,547.2% | +415.2% | +1,131.9% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling