+312.6%
SPYM vs HWM
+1,503.5%
-1,190.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.3% | +11.1% | -7.9% | +0.4% |
| 30D | -2.6% | +3.0% | -5.6% | -3.8% |
| 3M | -1.7% | -20.7% | +19.0% | +3.7% |
| 6M | +3.1% | -17.2% | +20.3% | +7.2% |
| YTD | +12.0% | +9.1% | +2.9% | +7.4% |
| 1Y | +12.1% | +9.0% | +3.1% | +7.4% |
| 3Y | +78.5% | +353.8% | -275.3% | +13.3% |
| 5Y | +73.8% | +608.0% | -534.2% | -2.8% |
| All | +312.6% | +1,503.5% | -1,190.9% | +81.0% |
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