+205.5%
HD vs SW
+147.8%
+57.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.8% |
| 7D | -2.1% | -5.1% | +3.0% | -1.5% |
| 30D | -8.4% | -4.6% | -3.8% | -8.0% |
| 3M | +4.3% | +9.4% | -5.0% | +3.3% |
| 6M | -11.1% | +3.5% | -14.6% | -11.7% |
| YTD | -4.7% | +22.0% | -26.7% | -6.8% |
| 1Y | -19.8% | +2.2% | -22.0% | -20.5% |
| 3Y | +4.1% | +19.6% | -15.5% | +1.1% |
| 5Y | +10.3% | -2.3% | +12.7% | +6.8% |
| All | +205.5% | +147.8% | +57.8% | +171.6% |
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 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