+65.2%
HAS vs SWK
+87.6%
-22.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +13.1% | -10.0% | -0.8% |
| 7D | +2.4% | +17.9% | -15.5% | -2.7% |
| 30D | +31.6% | +31.9% | -0.3% | +21.0% |
| 3M | +33.9% | +16.6% | +17.3% | +27.3% |
| 6M | +31.4% | +61.1% | -29.7% | +13.0% |
| YTD | +51.6% | +64.2% | -12.6% | +28.1% |
| 1Y | +65.2% | +85.2% | -20.0% | +33.2% |
| All | +65.2% | +87.6% | -22.5% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling