+676.7%
HLT vs SW
+179.5%
+497.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | +0.8% | -3.0% | +3.8% | +1.2% |
| 30D | +13.1% | +4.2% | +8.9% | +12.6% |
| 3M | +15.6% | -11.5% | +27.1% | +17.1% |
| 6M | +19.0% | +8.6% | +10.4% | +17.4% |
| YTD | +29.9% | +15.0% | +15.0% | +27.2% |
| 1Y | +35.9% | +25.7% | +10.2% | +31.7% |
| 3Y | +132.1% | +44.8% | +87.3% | +121.2% |
| 5Y | +163.4% | -1.7% | +165.2% | +152.7% |
| All | +676.7% | +179.5% | +497.1% | +632.4% |
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