+1,955.1%
HWC vs SPY
+3,056.6%
-1,101.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.4% |
| 7D | -1.2% | -0.9% | -0.3% | -0.4% |
| 30D | -0.4% | -2.4% | +2.0% | +1.7% |
| 3M | -6.9% | -1.2% | -5.7% | -6.1% |
| 6M | +8.3% | +3.3% | +5.0% | +4.3% |
| YTD | +16.1% | +12.3% | +3.8% | +2.9% |
| 1Y | +26.2% | +12.4% | +13.7% | +11.6% |
| 3Y | +111.8% | +78.8% | +33.0% | +20.5% |
| 5Y | +56.3% | +75.2% | -18.8% | -8.7% |
| 10Y | +150.0% | +311.1% | -161.1% | -27.3% |
| All | +1,955.1% | +3,056.6% | -1,101.5% | +167.7% |
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