+260.9%
HD vs SW
+185.4%
+75.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | +6.4% | +4.7% | +1.7% | +5.8% |
| 30D | +22.1% | +5.0% | +17.1% | +21.4% |
| 3M | -0.2% | -7.3% | +7.2% | +0.6% |
| 6M | +12.6% | +15.0% | -2.4% | +10.8% |
| YTD | +3.9% | +18.5% | -14.6% | +1.9% |
| 1Y | -3.7% | +27.1% | -30.9% | -6.2% |
| 3Y | +27.9% | +49.3% | -21.5% | +22.7% |
| 5Y | +7.8% | -1.6% | +9.5% | +4.4% |
| All | +260.9% | +185.4% | +75.5% | +226.5% |
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