+119.4%
HWC vs SPY
+307.0%
-187.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -8.7% | +2.6% | -11.3% | -11.6% |
| 30D | -9.2% | -2.0% | -7.2% | -7.1% |
| 3M | -17.2% | -2.8% | -14.4% | -14.5% |
| 6M | +1.5% | +2.1% | -0.6% | -2.2% |
| YTD | +4.7% | +11.5% | -6.8% | -10.4% |
| 1Y | +14.2% | +13.5% | +0.8% | -4.6% |
| 3Y | +90.7% | +77.7% | +13.0% | -12.5% |
| 5Y | +41.8% | +72.6% | -30.8% | -32.2% |
| All | +119.4% | +307.0% | -187.6% | -68.2% |
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