+307.3%
SPY vs HWM
+1,636.6%
-1,329.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +1.0% |
| 7D | +0.1% | +1.6% | -1.5% | -0.4% |
| 30D | -3.3% | -3.9% | +0.6% | -2.7% |
| 3M | -2.4% | -23.2% | +20.8% | +3.8% |
| 6M | +2.6% | -20.0% | +22.5% | +7.6% |
| YTD | +11.2% | +5.7% | +5.5% | +7.5% |
| 1Y | +13.4% | +4.9% | +8.5% | +9.8% |
| 3Y | +79.9% | +347.0% | -267.1% | +15.2% |
| 5Y | +72.2% | +563.0% | -490.8% | -1.5% |
| 10Y | +307.3% | +1,579.2% | -1,271.8% | +80.9% |
| All | +307.3% | +1,636.6% | -1,329.3% | +80.9% |
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