+80.3%
SPYM vs HWM
+348.7%
-268.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.7% | +1.2% |
| 7D | +0.1% | +1.6% | -1.5% | -0.4% |
| 30D | -3.3% | -3.9% | +0.6% | -2.7% |
| 3M | -2.4% | -23.2% | +20.8% | +3.2% |
| 6M | +2.6% | -20.0% | +22.6% | +7.1% |
| YTD | +11.3% | +5.7% | +5.6% | +7.4% |
| 1Y | +13.5% | +4.9% | +8.6% | +9.6% |
| 3Y | +80.3% | +347.0% | -266.7% | +24.6% |
| All | +80.3% | +348.7% | -268.5% | +24.6% |
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