+19.3%
UNHW vs SPY
+13.5%
+5.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | -1.9% | -0.9% | -1.0% | -1.6% |
| 3M | -1.9% | +3.9% | -5.8% | -3.3% |
| 6M | +48.4% | +14.5% | +33.8% | +35.4% |
| YTD | +23.0% | +12.9% | +10.1% | +11.0% |
| All | +19.3% | +13.5% | +5.8% | +7.6% |
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