-96.2%
HWH vs SPY
+81.1%
-177.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.3% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | +29.2% | -1.4% | +30.5% | +29.1% |
| 3M | +51.8% | +3.7% | +48.1% | +52.1% |
| 6M | +36.8% | +13.0% | +23.8% | +37.4% |
| YTD | +24.8% | +12.4% | +12.4% | +25.3% |
| 1Y | -57.6% | +18.5% | -76.2% | -57.0% |
| 3Y | -96.5% | +77.6% | -174.1% | -96.3% |
| All | -96.2% | +81.1% | -177.3% | -96.0% |
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