+743.1%
SW vs HST
+220.7%
+522.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +4.0% |
| 7D | +12.1% | +3.3% | +8.7% | +11.8% |
| 30D | +6.6% | +16.4% | -9.8% | +5.2% |
| 3M | -6.0% | +5.5% | -11.5% | -6.4% |
| 6M | +21.5% | +31.1% | -9.7% | +18.9% |
| YTD | +20.3% | +55.9% | -35.6% | +16.4% |
| 1Y | +28.1% | +75.6% | -47.5% | +22.8% |
| 3Y | +51.6% | +87.8% | -36.2% | +44.7% |
| 5Y | -0.1% | +86.6% | -86.8% | -5.0% |
| 10Y | +189.7% | +161.1% | +28.6% | +169.9% |
| All | +743.1% | +220.7% | +522.3% | +717.6% |
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