+2,053.3%
HWC vs SPY
+3,091.8%
-1,038.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -2.5% | +0.1% | -2.6% | -2.6% |
| 3M | +11.2% | +2.0% | +9.2% | +8.6% |
| 6M | +17.1% | +13.0% | +4.1% | +3.4% |
| YTD | +21.7% | +13.5% | +8.1% | +7.0% |
| 1Y | +23.7% | +20.0% | +3.7% | +3.0% |
| 3Y | +95.3% | +77.2% | +18.2% | +12.6% |
| 5Y | +94.6% | +81.9% | +12.7% | +9.9% |
| 10Y | +205.8% | +314.1% | -108.3% | -11.4% |
| All | +2,053.3% | +3,091.8% | -1,038.5% | +178.2% |
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 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