-96.2%
HWH vs SPY
+83.0%
-179.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +29.7% | +0.1% | +29.6% | +29.7% |
| 3M | +75.7% | +2.0% | +73.7% | +75.8% |
| 6M | +41.4% | +13.0% | +28.3% | +41.9% |
| YTD | +26.2% | +13.5% | +12.6% | +26.7% |
| 1Y | -69.7% | +20.0% | -89.6% | -69.2% |
| 3Y | -96.4% | +77.2% | -173.6% | -96.3% |
| All | -96.2% | +83.0% | -179.2% | -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 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