+112.8%
HL vs SWKS
-37.3%
+150.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -11.1% | +9.4% | -20.6% | -13.9% |
| 30D | -12.1% | +17.0% | -29.1% | -16.9% |
| 3M | -26.1% | +28.9% | -55.0% | -33.4% |
| 6M | -37.7% | +33.1% | -70.9% | -44.9% |
| YTD | -31.7% | +44.8% | -76.5% | -42.2% |
| 1Y | -11.6% | +36.2% | -47.9% | -23.4% |
| 3Y | +249.6% | +11.5% | +238.2% | +208.0% |
| All | +112.8% | -37.3% | +150.1% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling