+94.8%
HL vs SW
+743.1%
-648.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +4.1% | +9.1% | +12.8% |
| 7D | +0.2% | +12.1% | -11.8% | -0.8% |
| 30D | -12.1% | +6.6% | -18.7% | -12.6% |
| 3M | -2.8% | -6.0% | +3.2% | -2.3% |
| 6M | -14.9% | +21.5% | -36.4% | -16.3% |
| YTD | -22.0% | +20.3% | -42.4% | -23.4% |
| 1Y | +25.0% | +28.1% | -3.1% | +22.3% |
| 3Y | +248.5% | +51.6% | +196.9% | +236.4% |
| 5Y | +168.0% | -0.1% | +168.2% | +160.6% |
| 10Y | +141.8% | +189.7% | -48.0% | +119.2% |
| All | +94.8% | +743.1% | -648.2% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling