+130.0%
HL vs SW
+177.1%
-47.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -11.1% | -2.9% | -8.2% | -10.7% |
| 30D | -12.1% | +5.0% | -17.1% | -12.8% |
| 3M | -26.1% | -13.7% | -12.4% | -24.4% |
| 6M | -37.7% | +8.0% | -45.8% | -38.4% |
| YTD | -31.7% | +14.0% | -45.7% | -33.1% |
| 1Y | -11.6% | +25.6% | -37.3% | -14.6% |
| 3Y | +249.6% | +40.1% | +209.5% | +232.5% |
| 5Y | +108.5% | -2.6% | +111.1% | +99.2% |
| All | +130.0% | +177.1% | -47.0% | +75.3% |
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