-3.7%
HD vs SW
+25.8%
-29.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | +6.4% | +4.7% | +1.7% | +4.6% |
| 30D | +22.1% | +5.0% | +17.1% | +19.8% |
| 3M | -0.2% | -7.3% | +7.2% | +2.4% |
| 6M | +12.6% | +15.0% | -2.4% | +6.2% |
| YTD | +3.9% | +18.5% | -14.6% | -5.9% |
| 1Y | -3.7% | +27.1% | -30.9% | -16.0% |
| All | -3.7% | +25.8% | -29.5% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling