-99.8%
HCWB vs SPY
+93.6%
-193.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | -14.3% | +0.1% | -14.4% | -14.4% |
| 30D | -14.3% | +0.1% | -14.3% | -14.3% |
| 3M | -69.9% | +2.0% | -71.9% | -70.1% |
| 6M | -25.4% | +13.0% | -38.4% | -29.8% |
| YTD | -49.5% | +13.5% | -63.1% | -52.5% |
| 1Y | -89.4% | +20.0% | -109.4% | -90.2% |
| 3Y | -99.3% | +77.2% | -176.5% | -99.5% |
| 5Y | -99.7% | +81.9% | -181.6% | -99.8% |
| All | -99.8% | +93.6% | -193.4% | -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