+389.9%
HWM vs SPYG
+100.8%
+289.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.5% | -10.2% | -10.3% |
| 7D | -9.2% | +1.2% | -10.4% | -10.0% |
| 30D | -17.9% | -1.6% | -16.3% | -16.7% |
| 3M | -6.0% | +3.4% | -9.4% | -9.0% |
| 6M | -7.4% | +18.9% | -26.2% | -21.3% |
| YTD | +13.1% | +13.8% | -0.7% | -0.2% |
| 1Y | +29.3% | +20.6% | +8.7% | +7.9% |
| 3Y | +389.9% | +100.5% | +289.4% | +154.0% |
| All | +389.9% | +100.8% | +289.1% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling