+1,773.8%
HWM vs SPYG
+424.1%
+1,349.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.5% |
| 30D | -11.0% | -0.4% | -10.5% | -10.7% |
| 3M | +4.0% | +0.5% | +3.5% | +2.9% |
| 6M | -0.2% | +17.5% | -17.7% | -15.1% |
| YTD | +26.7% | +14.3% | +12.3% | +10.3% |
| 1Y | +44.7% | +21.7% | +23.0% | +18.4% |
| 3Y | +426.1% | +98.6% | +327.5% | +165.0% |
| 5Y | +738.5% | +85.1% | +653.4% | +346.0% |
| All | +1,773.8% | +424.1% | +1,349.7% | +180.5% |
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