+2.9%
HAL vs SW
+147.8%
-144.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.8% |
| 7D | +2.9% | -5.1% | +8.0% | +3.7% |
| 30D | +17.0% | -4.6% | +21.6% | +17.7% |
| 3M | -9.7% | +9.4% | -19.0% | -11.4% |
| 6M | +8.6% | +3.5% | +5.1% | +6.9% |
| YTD | +33.0% | +22.0% | +11.0% | +27.2% |
| 1Y | +68.3% | +2.2% | +66.1% | +65.0% |
| 3Y | +0.1% | +19.6% | -19.5% | -5.1% |
| 5Y | +102.6% | -2.3% | +105.0% | +91.2% |
| All | +2.9% | +147.8% | -144.9% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling