+326.2%
SPYM vs HWM
+1,330.2%
-1,004.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -0.4% | -8.0% | +7.7% | +1.7% |
| 30D | -1.4% | -18.0% | +16.6% | +3.6% |
| 3M | +3.7% | -9.5% | +13.2% | +5.9% |
| 6M | +13.0% | -8.4% | +21.4% | +14.5% |
| YTD | +12.5% | +13.6% | -1.2% | +7.1% |
| 1Y | +18.6% | +30.2% | -11.6% | +8.6% |
| 3Y | +78.0% | +392.2% | -314.2% | +11.2% |
| 5Y | +82.3% | +645.2% | -562.9% | +1.0% |
| All | +326.2% | +1,330.2% | -1,004.0% | +86.9% |
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