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Compare investment strategies

S&P 500 Dividend Growth Top 20 (Hankwitz Style) vs Covered-Call and Bond Weekly Income Portfolio

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Composite, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

-7.4%

0.0%Best

—

8.6%

11.7%

4.0%Best

0.07

2.28Best

-18.3%

-0.7%Best

Fee

1.00%

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Each source uses its own scale

2.80(0-5 (Quantbase))

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Inception

2022-12-07

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64%Best

40%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

S&P 500 Dividend Growth Top 20 (Hankwitz Style)Compositeup 4.1%
S&P 500 ETFup 77.5%

No published history to chart: Covered-Call and Bond Weekly Income Portfolio.

Every published figureShow 35 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

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cashflow, corporate bonds, covered-call etfs, diversified, dividend stocks, income investing, moderate risk, monthly distributions

Asset classes / instruments

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equities

Returns

Annual return (Quantbase data field) (basis not stated)

9.15%

—

Backtest end date (Quantbase data field)

2023-01-01

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Return since chart start (cumulative) (client composite)

0.04%

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Return, out-of-sample period (annualized) (out-of-sample)

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8.62%

Return, out-of-sample period (cumulative) (out-of-sample)

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0.43%

Return, rolling 1 year (client composite)

-7.40%

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Return, trailing 1 month (out-of-sample)

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0.00%

Return, trailing 1 year (out-of-sample)

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0.00%

Return, trailing 3 months (out-of-sample)

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0.00%

Cost & access

Brokerage / custodian

Alpaca

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Management / advisory fee

1.00%

—

Risk metrics

Calmar ratio, out-of-sample period (out-of-sample)

—

11.79

Daily volatility over the chart range (client composite)

0.74%

—

Max drawdown over the chart range (client composite)

-18.30%

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Maximum drawdown, out-of-sample period (out-of-sample)

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-0.73%

Monthly volatility over the chart range (client composite)

3.78%

—

Sharpe ratio from daily returns over the chart range (client composite)

0.07

—

Sharpe ratio, out-of-sample period (out-of-sample)

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2.28

Standard deviation, out-of-sample period (out-of-sample)

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3.97%

Volatility over the chart range, annualized from daily (×√252) (client composite)

11.75%

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Market-relative

Correlation to SPY (full history) (client composite)

0.81

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Correlation to SPY (Quantbase data field) (basis not stated)

0.81

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Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

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Experience minimum: options

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Construction

Last rebalance date

2025-09-22

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Rebalance frequency

bimonthly

weekly

Disclosure

Metrics calculated through

2026-10-04

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Identity

Partner (Quantbase data field)

austin_hankwitz

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Risk score

Qualitative risk score (Quantbase data field)

3.30

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Risk score 0-5 (Quantbase)

2.80

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Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources