-18.4%
HAL vs SW
+185.4%
-203.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | -11.1% | +4.7% | -15.7% | -11.7% |
| 30D | -2.4% | +5.0% | -7.4% | -3.2% |
| 3M | +0.8% | -7.3% | +8.1% | +1.6% |
| 6M | -22.8% | +15.0% | -37.8% | -25.2% |
| YTD | +14.5% | +18.5% | -4.0% | +9.8% |
| 1Y | +20.2% | +27.1% | -7.0% | +13.8% |
| 3Y | -15.2% | +49.3% | -64.5% | -21.8% |
| 5Y | +42.5% | -1.6% | +44.2% | +34.3% |
| All | -18.4% | +185.4% | -203.7% | -38.0% |
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