+103.3%
THW vs SPY
+334.4%
-231.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.8% |
| 7D | +1.4% | -0.9% | +2.3% | +2.0% |
| 30D | +9.8% | -2.4% | +12.2% | +11.7% |
| 3M | -1.0% | -1.2% | +0.1% | -0.2% |
| 6M | +10.3% | +3.3% | +7.0% | +7.4% |
| YTD | +14.7% | +12.3% | +2.4% | +4.8% |
| 1Y | +19.3% | +12.4% | +6.9% | +8.9% |
| 3Y | +83.8% | +78.8% | +5.0% | +15.2% |
| 5Y | +36.4% | +75.2% | -38.8% | -14.0% |
| 10Y | +166.2% | +311.1% | -144.9% | -21.1% |
| All | +103.3% | +334.4% | -231.1% | -44.5% |
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