-96.4%
HWH vs SPY
+58.1%
-154.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.6% |
| 7D | -12.7% | -1.6% | -11.1% | -13.0% |
| 30D | -35.3% | -0.3% | -35.0% | -35.3% |
| 3M | +18.7% | +6.4% | +12.2% | +20.1% |
| 6M | +57.5% | +20.3% | +37.3% | +60.8% |
| YTD | -44.8% | +15.5% | -60.3% | -46.2% |
| 1Y | -45.3% | +14.0% | -59.3% | -46.8% |
| 3Y | -96.4% | +84.0% | -180.4% | -96.3% |
| All | -96.4% | +58.1% | -154.5% | -96.2% |
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