+255.0%
HL vs SWKS
-0.7%
+255.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | +8.9% | -6.2% | +15.1% | +10.9% |
| 30D | -10.1% | -1.5% | -8.6% | -9.9% |
| 3M | -7.0% | +23.0% | -30.0% | -14.0% |
| 6M | -18.8% | +27.6% | -46.4% | -25.9% |
| YTD | -23.1% | +32.3% | -55.5% | -31.6% |
| 1Y | +8.9% | +20.1% | -11.2% | +0.1% |
| 3Y | +255.0% | +0.6% | +254.4% | +210.3% |
| All | +255.0% | -0.7% | +255.7% | +210.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling