+78.9%
SPYM vs HWM
+385.3%
-306.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.7% | +10.1% | +2.0% |
| 7D | +0.6% | -9.2% | +9.7% | +2.7% |
| 30D | -0.9% | -17.9% | +16.9% | +3.5% |
| 3M | +3.9% | -6.0% | +10.0% | +4.7% |
| 6M | +14.5% | -7.4% | +21.9% | +15.4% |
| YTD | +13.0% | +13.1% | -0.1% | +7.6% |
| 1Y | +19.4% | +29.3% | -9.9% | +9.4% |
| 3Y | +78.9% | +389.9% | -311.0% | +18.1% |
| All | +78.9% | +385.3% | -306.5% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling