+789.2%
HLT vs SW
+189.5%
+599.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.3% |
| 7D | +3.8% | +2.3% | +1.5% | +3.5% |
| 30D | +15.6% | +6.8% | +8.8% | +14.8% |
| 3M | +15.1% | -5.2% | +20.3% | +15.6% |
| 6M | +15.3% | +7.4% | +7.9% | +14.0% |
| YTD | +29.1% | +17.4% | +11.7% | +26.3% |
| 1Y | +39.9% | +27.1% | +12.8% | +35.7% |
| 3Y | +138.7% | +47.9% | +90.9% | +127.5% |
| 5Y | +147.4% | -2.6% | +149.9% | +137.9% |
| 10Y | +733.6% | +182.7% | +550.9% | +624.0% |
| All | +789.2% | +189.5% | +599.7% | +658.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling