+119.6%
BHP vs SWK
-30.7%
+150.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | -4.5% | +25.5% | -30.0% | -10.8% |
| 3M | -6.9% | +11.8% | -18.7% | -10.1% |
| 6M | -10.6% | +48.7% | -59.3% | -20.6% |
| YTD | +37.2% | +57.2% | -20.0% | +19.0% |
| 1Y | +48.0% | +75.3% | -27.2% | +24.6% |
| 3Y | +52.6% | +51.9% | +0.6% | +29.0% |
| All | +119.6% | -30.7% | +150.3% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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