-9.3%
SSPC vs HWM
-20.1%
+10.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +5.1% | -17.0% | -9.1% |
| 7D | -13.9% | +1.6% | -15.5% | -11.6% |
| 30D | +14.3% | -3.9% | +18.3% | +18.1% |
| 3M | -35.2% | -23.2% | -12.0% | -31.7% |
| All | -9.3% | -20.1% | +10.8% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling