+755.0%
SW vs HST
+168.4%
+586.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -5.1% | -1.0% | -4.1% | -5.0% |
| 30D | -4.6% | -12.3% | +7.7% | -3.6% |
| 3M | +9.4% | -6.4% | +15.7% | +10.0% |
| 6M | +3.5% | +15.0% | -11.5% | +2.5% |
| YTD | +22.0% | +30.5% | -8.5% | +19.8% |
| 1Y | +2.2% | +35.7% | -33.5% | 0.0% |
| 3Y | +19.6% | +68.4% | -48.8% | +15.4% |
| 5Y | -2.3% | +73.1% | -75.5% | -6.0% |
| 10Y | +181.4% | +92.7% | +88.6% | +167.0% |
| All | +755.0% | +168.4% | +586.6% | +741.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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