+88.3%
HL vs SW
+730.4%
-642.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.2% |
| 7D | 0.0% | +4.7% | -4.7% | -0.4% |
| 30D | -15.5% | +5.0% | -20.5% | -15.9% |
| 3M | -12.6% | -7.3% | -5.3% | -12.0% |
| 6M | -15.2% | +15.0% | -30.2% | -16.2% |
| YTD | -24.7% | +18.5% | -43.2% | -25.8% |
| 1Y | +19.4% | +27.1% | -7.7% | +16.9% |
| 3Y | +236.8% | +49.3% | +187.5% | +225.6% |
| 5Y | +146.5% | -1.6% | +148.2% | +140.0% |
| 10Y | +133.7% | +185.4% | -51.7% | +112.1% |
| All | +88.3% | +730.4% | -642.0% | +70.0% |
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