+19.4%
HL vs SW
+25.8%
-6.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | 0.0% | +4.7% | -4.7% | -1.7% |
| 30D | -15.5% | +5.0% | -20.5% | -17.2% |
| 3M | -12.6% | -7.3% | -5.3% | -9.9% |
| 6M | -15.2% | +15.0% | -30.2% | -20.4% |
| YTD | -24.7% | +18.5% | -43.2% | -28.9% |
| 1Y | +19.4% | +27.1% | -7.7% | +11.8% |
| All | +19.4% | +25.8% | -6.3% | +11.8% |
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 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