+276.9%
HL vs SW
+44.2%
+232.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -5.6% | -2.6% | -3.0% | -4.8% |
| 30D | -16.2% | +7.2% | -23.4% | -18.0% |
| 3M | -20.5% | -10.5% | -10.0% | -17.8% |
| 6M | -31.7% | +9.9% | -41.5% | -33.8% |
| YTD | -26.4% | +17.2% | -43.6% | -30.4% |
| 1Y | -4.3% | +26.5% | -30.8% | -11.4% |
| All | +276.9% | +44.2% | +232.7% | +236.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling