+102.2%
HAS vs SWK
+26.9%
+75.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.4% |
| 7D | +3.3% | +11.3% | -8.0% | -2.0% |
| 30D | +30.5% | +31.5% | -0.9% | +15.0% |
| 3M | +29.9% | +14.4% | +15.5% | +21.5% |
| 6M | +26.5% | +46.4% | -19.9% | +4.8% |
| YTD | +51.9% | +61.6% | -9.6% | +18.8% |
| 1Y | +60.9% | +78.7% | -17.8% | +19.8% |
| 3Y | +215.0% | +54.4% | +160.6% | +141.5% |
| 5Y | +51.5% | -25.3% | +76.8% | +57.0% |
| 10Y | +102.2% | +22.4% | +79.9% | +49.7% |
| All | +102.2% | +26.9% | +75.4% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling