+1,497.0%
HWM vs SPYG
+395.0%
+1,102.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.2% |
| 7D | +7.3% | +2.3% | +4.9% | +5.0% |
| 30D | +1.6% | -6.5% | +8.0% | +8.3% |
| 3M | -21.9% | -6.8% | -15.0% | -16.5% |
| 6M | -19.0% | -3.1% | -15.9% | -17.1% |
| YTD | +7.9% | +8.0% | -0.1% | -0.8% |
| 1Y | +9.9% | +10.2% | -0.3% | -1.0% |
| 3Y | +342.1% | +91.0% | +251.1% | +130.9% |
| 5Y | +600.8% | +67.7% | +533.0% | +312.5% |
| 10Y | +1,493.8% | +393.9% | +1,099.9% | +152.0% |
| All | +1,497.0% | +395.0% | +1,102.0% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling