+568.8%
HLT vs SW
+147.8%
+421.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -3.3% | -5.1% | +1.8% | -2.8% |
| 30D | -4.1% | -4.6% | +0.5% | -3.6% |
| 3M | -7.9% | +9.4% | -17.3% | -9.1% |
| 6M | +2.2% | +3.5% | -1.4% | +1.3% |
| YTD | +8.5% | +22.0% | -13.6% | +5.6% |
| 1Y | +12.1% | +2.2% | +9.9% | +10.9% |
| 3Y | +107.6% | +19.6% | +88.0% | +100.5% |
| 5Y | +156.4% | -2.3% | +158.7% | +145.4% |
| All | +568.8% | +147.8% | +421.0% | +496.5% |
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