+39.4%
HCOW vs SPY
+79.4%
-40.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +1.8% | +0.1% | +1.8% | +1.8% |
| 3M | +9.6% | +2.0% | +7.6% | +7.6% |
| 6M | +12.6% | +13.0% | -0.4% | +1.1% |
| YTD | +15.0% | +13.5% | +1.5% | +2.9% |
| 1Y | +18.5% | +20.0% | -1.4% | +0.9% |
| All | +39.4% | +79.4% | -40.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling