-4.9%
HL vs SW
+4.3%
-9.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.2% |
| 7D | +1.5% | -5.1% | +6.6% | +4.4% |
| 30D | +25.1% | -4.6% | +29.6% | +28.1% |
| 3M | +22.9% | +9.4% | +13.5% | +15.8% |
| 6M | -4.9% | +3.5% | -8.4% | -5.8% |
| All | -4.9% | +4.3% | -9.2% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling