+242.6%
HL vs SWKS
+30.1%
+212.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.8% |
| 7D | +7.1% | +11.8% | -4.8% | +2.3% |
| 30D | +21.4% | +6.7% | +14.7% | +18.2% |
| 3M | +37.4% | 0.0% | +37.4% | +36.8% |
| 6M | +0.4% | +38.7% | -38.3% | -13.9% |
| YTD | +6.7% | +21.4% | -14.7% | -3.9% |
| 1Y | +102.4% | +2.9% | +99.5% | +94.2% |
| 3Y | +417.4% | -16.4% | +433.8% | +410.8% |
| 5Y | +243.3% | -51.2% | +294.5% | +309.8% |
| 10Y | +242.6% | +31.0% | +211.5% | +150.9% |
| All | +242.6% | +30.1% | +212.4% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling