-99.9%
HCWB vs SPY
+85.3%
-185.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -7.3% | -2.7% | -4.6% | -6.1% |
| 30D | -34.6% | -5.4% | -29.2% | -32.9% |
| 3M | -70.1% | -4.1% | -66.0% | -69.5% |
| 6M | -51.6% | +0.7% | -52.3% | -51.6% |
| YTD | -82.5% | +8.7% | -91.2% | -83.2% |
| 1Y | -94.9% | +10.9% | -105.8% | -95.1% |
| 3Y | -99.7% | +75.0% | -174.7% | -99.8% |
| 5Y | -99.9% | +67.8% | -167.7% | -99.9% |
| All | -99.9% | +85.3% | -185.2% | -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 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