-10.6%
HAL vs SW
+42.5%
-53.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.2% | -3.9% |
| 7D | -7.7% | +12.1% | -19.8% | -9.6% |
| 30D | +0.7% | +6.6% | -5.9% | -0.6% |
| 3M | +2.5% | -6.0% | +8.5% | +3.3% |
| 6M | -20.7% | +21.5% | -42.2% | -25.3% |
| YTD | +18.4% | +20.3% | -1.9% | +10.1% |
| 1Y | +25.6% | +28.1% | -2.6% | +14.5% |
| All | -10.6% | +42.5% | -53.1% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling