+105.3%
HAL vs SW
-2.3%
+107.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | +2.9% | -5.1% | +8.0% | +3.5% |
| 30D | +17.0% | -4.6% | +21.6% | +17.6% |
| 3M | -9.7% | +9.4% | -19.0% | -11.2% |
| 6M | +8.6% | +3.5% | +5.1% | +7.2% |
| YTD | +33.0% | +22.0% | +11.0% | +27.9% |
| 1Y | +68.3% | +2.2% | +66.1% | +65.5% |
| 3Y | +0.1% | +19.6% | -19.5% | -3.5% |
| All | +105.3% | -2.3% | +107.6% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling