+8.4%
HD vs SW
-0.1%
+8.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.5% | +6.0% |
| 7D | +11.9% | +12.1% | -0.1% | +10.2% |
| 30D | +26.4% | +6.6% | +19.9% | +25.3% |
| 3M | +2.8% | -6.0% | +8.8% | +3.6% |
| 6M | +15.5% | +21.5% | -6.0% | +12.5% |
| YTD | +5.5% | +20.3% | -14.8% | +2.9% |
| 1Y | -4.6% | +28.1% | -32.7% | -7.5% |
| 3Y | +29.9% | +51.6% | -21.7% | +25.0% |
| 5Y | +8.4% | -0.1% | +8.5% | +2.8% |
| All | +8.4% | -0.1% | +8.5% | +2.8% |
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