+164.7%
HLT vs SW
-3.3%
+168.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | +0.7% | -3.9% | +4.7% | +1.3% |
| 30D | +13.7% | +3.9% | +9.8% | +13.1% |
| 3M | +16.3% | -14.6% | +30.9% | +19.0% |
| 6M | +19.9% | +6.9% | +13.0% | +18.0% |
| YTD | +30.1% | +12.8% | +17.3% | +26.5% |
| 1Y | +38.5% | +24.3% | +14.2% | +32.8% |
| 3Y | +131.0% | +38.7% | +92.4% | +117.6% |
| All | +164.7% | -3.3% | +168.0% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling