+135.5%
HL vs SWKS
+31.8%
+103.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.1% | -7.2% |
| 7D | +8.2% | -3.1% | +11.3% | +9.4% |
| 30D | -16.3% | +8.3% | -24.6% | -19.0% |
| 3M | -18.6% | +20.2% | -38.8% | -25.5% |
| 6M | -23.2% | +24.9% | -48.1% | -31.3% |
| YTD | -25.5% | +33.2% | -58.6% | -36.2% |
| 1Y | -4.8% | +23.6% | -28.3% | -15.9% |
| 3Y | +281.4% | +1.3% | +280.2% | +243.1% |
| 5Y | +137.8% | -40.6% | +178.4% | +157.8% |
| 10Y | +135.5% | +35.3% | +100.2% | +77.9% |
| All | +135.5% | +31.8% | +103.6% | +77.9% |
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