+701.1%
HLT vs SW
+183.3%
+517.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +2.3% | +1.8% | +0.5% | +2.1% |
| 30D | +14.3% | +7.0% | +7.3% | +13.4% |
| 3M | +17.6% | -7.6% | +25.2% | +18.5% |
| 6M | +17.9% | +8.5% | +9.4% | +16.4% |
| YTD | +30.1% | +17.7% | +12.4% | +27.0% |
| 1Y | +36.8% | +27.1% | +9.8% | +32.5% |
| 3Y | +137.6% | +48.2% | +89.4% | +125.9% |
| 5Y | +154.9% | -2.3% | +157.3% | +144.4% |
| 10Y | +701.1% | +183.3% | +517.8% | +656.7% |
| All | +701.1% | +183.3% | +517.8% | +656.7% |
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