+645.2%
HWM vs SPYG
+83.9%
+561.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | -8.0% | +0.3% | -8.4% | -8.2% |
| 30D | -18.0% | -1.7% | -16.3% | -16.8% |
| 3M | -9.5% | +3.6% | -13.1% | -12.4% |
| 6M | -8.4% | +16.6% | -25.0% | -19.8% |
| YTD | +13.6% | +13.4% | +0.3% | +1.6% |
| 1Y | +30.2% | +19.6% | +10.7% | +11.2% |
| 3Y | +392.2% | +99.8% | +292.5% | +177.1% |
| 5Y | +645.2% | +85.0% | +560.2% | +335.4% |
| All | +645.2% | +83.9% | +561.3% | +335.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling