+27.2%
HWCPZ vs SPY
+165.4%
-138.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +0.2% | -0.8% | +1.0% | +0.4% |
| 30D | -2.3% | -1.1% | -1.2% | -2.0% |
| 3M | -1.1% | +3.9% | -5.0% | -2.0% |
| 6M | -4.6% | +13.6% | -18.2% | -7.4% |
| YTD | -2.6% | +12.7% | -15.3% | -5.4% |
| 1Y | -5.6% | +17.5% | -23.1% | -9.2% |
| 3Y | +11.9% | +76.9% | -65.0% | -2.7% |
| 5Y | +4.1% | +83.6% | -79.5% | -10.1% |
| All | +27.2% | +165.4% | -138.2% | +0.1% |
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