+705.6%
HLT vs SW
+182.3%
+523.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | +0.1% | -2.6% | +2.7% | +0.4% |
| 30D | +15.1% | +7.2% | +7.9% | +14.2% |
| 3M | +19.8% | -10.5% | +30.3% | +21.2% |
| 6M | +19.6% | +9.9% | +9.7% | +17.8% |
| YTD | +31.4% | +17.2% | +14.2% | +28.3% |
| 1Y | +38.0% | +26.5% | +11.5% | +33.7% |
| 3Y | +134.7% | +47.7% | +87.0% | +123.2% |
| 5Y | +166.2% | +0.2% | +166.0% | +154.8% |
| 10Y | +705.6% | +182.3% | +523.3% | +660.7% |
| All | +705.6% | +182.3% | +523.3% | +660.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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