+19.4%
SPY vs HWM
+30.1%
-10.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.7% | +10.2% | +1.1% |
| 7D | +0.5% | -9.2% | +9.7% | +2.0% |
| 30D | -0.9% | -17.9% | +16.9% | +2.2% |
| 3M | +3.9% | -6.0% | +9.9% | +4.3% |
| 6M | +14.5% | -7.4% | +21.9% | +14.6% |
| YTD | +12.9% | +13.1% | -0.2% | +8.3% |
| 1Y | +19.4% | +29.3% | -9.9% | +11.7% |
| All | +19.4% | +30.1% | -10.8% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling