+111.6%
THW vs SPY
+339.3%
-227.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +7.1% | +0.1% | +7.0% | +7.1% |
| 3M | +16.5% | +2.0% | +14.5% | +14.6% |
| 6M | +20.0% | +13.0% | +7.0% | +9.3% |
| YTD | +19.3% | +13.5% | +5.8% | +8.2% |
| 1Y | +32.8% | +20.0% | +12.9% | +15.6% |
| 3Y | +50.9% | +77.2% | -26.2% | -4.5% |
| 5Y | +39.4% | +81.9% | -42.4% | -14.8% |
| 10Y | +165.4% | +314.1% | -148.6% | -21.6% |
| All | +111.6% | +339.3% | -227.7% | -42.7% |
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