-11.3%
HAL vs SW
+743.1%
-754.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.2% | -3.5% |
| 7D | -7.7% | +12.1% | -19.8% | -8.6% |
| 30D | +0.7% | +6.6% | -5.9% | +0.1% |
| 3M | +2.5% | -6.0% | +8.5% | +2.8% |
| 6M | -20.7% | +21.5% | -42.2% | -22.4% |
| YTD | +18.4% | +20.3% | -1.9% | +15.7% |
| 1Y | +25.6% | +28.1% | -2.6% | +22.0% |
| 3Y | -12.3% | +51.6% | -63.9% | -15.8% |
| 5Y | +48.4% | -0.1% | +48.5% | +43.6% |
| 10Y | -13.7% | +189.7% | -203.4% | -21.8% |
| All | -11.3% | +743.1% | -754.4% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling