-96.2%
HCWC vs SPY
+40.4%
-136.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -16.8% | +0.1% | -16.9% | -16.8% |
| 30D | -3.6% | +0.1% | -3.6% | -3.6% |
| 3M | -33.1% | +2.0% | -35.1% | -33.8% |
| 6M | -27.3% | +13.0% | -40.3% | -31.6% |
| YTD | -20.1% | +13.5% | -33.6% | -24.8% |
| 1Y | -49.4% | +20.0% | -69.3% | -52.6% |
| All | -96.2% | +40.4% | -136.5% | -97.4% |
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