+132.6%
HL vs SW
+182.7%
-50.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +3.0% | +2.2% |
| 7D | +8.9% | +2.3% | +6.6% | +8.6% |
| 30D | -10.1% | +6.8% | -16.8% | -11.0% |
| 3M | -7.0% | -5.2% | -1.8% | -6.3% |
| 6M | -18.8% | +7.4% | -26.2% | -19.7% |
| YTD | -23.1% | +17.4% | -40.5% | -25.1% |
| 1Y | +8.9% | +27.1% | -18.2% | +5.0% |
| 3Y | +255.0% | +47.9% | +207.1% | +235.2% |
| 5Y | +151.5% | -2.6% | +154.0% | +139.7% |
| All | +132.6% | +182.7% | -50.1% | +75.1% |
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