+307.8%
SPY vs HWM
+1,487.1%
-1,179.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +2.6% | +7.3% | -4.7% | +0.7% |
| 30D | -2.0% | +1.6% | -3.6% | -2.7% |
| 3M | -2.8% | -21.9% | +19.1% | +2.9% |
| 6M | +2.1% | -19.0% | +21.2% | +6.8% |
| YTD | +11.5% | +7.9% | +3.5% | +7.2% |
| 1Y | +13.5% | +9.9% | +3.5% | +8.4% |
| 3Y | +77.7% | +342.1% | -264.4% | +14.0% |
| 5Y | +72.6% | +600.8% | -528.2% | -2.8% |
| All | +307.8% | +1,487.1% | -1,179.2% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling