+242.9%
HL vs SW
+147.8%
+95.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | +1.5% | -5.1% | +6.6% | +2.3% |
| 30D | +25.1% | -4.6% | +29.6% | +26.0% |
| 3M | +22.9% | +9.4% | +13.5% | +21.1% |
| 6M | -4.9% | +3.5% | -8.4% | -5.7% |
| YTD | +7.8% | +22.0% | -14.2% | +4.4% |
| 1Y | +133.9% | +2.2% | +131.7% | +131.3% |
| 3Y | +380.9% | +19.6% | +361.3% | +360.9% |
| 5Y | +230.2% | -2.3% | +232.5% | +213.2% |
| All | +242.9% | +147.8% | +95.2% | +144.6% |
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