+308.0%
SPY vs HWM
+1,165.4%
-857.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.3% |
| 7D | -2.7% | +3.3% | -6.0% | -3.7% |
| 30D | -5.4% | -7.6% | +2.2% | -3.8% |
| 3M | -4.1% | -28.9% | +24.8% | +4.1% |
| 6M | +0.7% | -19.7% | +20.4% | +5.4% |
| YTD | +8.7% | +0.5% | +8.1% | +6.5% |
| 1Y | +10.9% | +0.3% | +10.6% | +8.6% |
| 3Y | +75.0% | +325.8% | -250.8% | +13.6% |
| 5Y | +67.8% | +524.7% | -457.0% | -2.4% |
| 10Y | +312.9% | +1,491.8% | -1,178.9% | +88.0% |
| All | +308.0% | +1,165.4% | -857.4% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling