-99.8%
HCWB vs SPY
+90.5%
-190.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -15.3% | -2.0% | -13.3% | -14.5% |
| 30D | -23.3% | -1.7% | -21.7% | -22.7% |
| 3M | -66.5% | +4.7% | -71.3% | -67.0% |
| 6M | -27.9% | +12.5% | -40.4% | -32.0% |
| YTD | -58.3% | +11.7% | -70.0% | -60.5% |
| 1Y | -87.9% | +17.5% | -105.4% | -88.7% |
| 3Y | -99.5% | +76.6% | -176.1% | -99.6% |
| 5Y | -99.8% | +82.0% | -181.8% | -99.8% |
| All | -99.8% | +90.5% | -190.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling