+24.9%
HWM vs SPYG
+17.9%
+7.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -11.4% | -0.9% | -10.6% | -10.8% |
| 30D | -18.5% | -1.5% | -17.0% | -17.6% |
| 3M | -13.2% | +3.7% | -16.9% | -15.7% |
| 6M | -8.7% | +16.4% | -25.1% | -20.0% |
| YTD | +12.2% | +13.3% | -1.2% | -0.3% |
| 1Y | +24.9% | +17.9% | +7.0% | +6.2% |
| All | +24.9% | +17.9% | +7.0% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling