+9.0%
HWM vs SPYG
+8.1%
+0.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +11.1% | +4.2% | +6.9% | +7.9% |
| 30D | +3.0% | -7.4% | +10.4% | +8.5% |
| 3M | -20.7% | -5.3% | -15.4% | -17.8% |
| 6M | -17.2% | -1.2% | -16.0% | -17.2% |
| YTD | +9.1% | +9.0% | +0.1% | -1.2% |
| 1Y | +9.0% | +8.8% | +0.2% | -1.8% |
| All | +9.0% | +8.1% | +0.9% | -1.8% |
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 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