+134.4%
HL vs SWKS
+49.5%
+84.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.7% | -8.2% | -6.5% |
| 7D | -7.6% | +10.9% | -18.5% | -11.4% |
| 30D | -17.5% | +17.6% | -35.1% | -22.8% |
| 3M | -26.2% | +29.2% | -55.4% | -34.5% |
| 6M | -35.1% | +37.0% | -72.0% | -44.1% |
| YTD | -30.4% | +44.9% | -75.3% | -42.4% |
| 1Y | -14.0% | +33.8% | -47.8% | -26.4% |
| 3Y | +256.3% | +10.2% | +246.1% | +209.6% |
| 5Y | +112.5% | -37.0% | +149.5% | +125.0% |
| All | +134.4% | +49.5% | +84.9% | +71.0% |
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