+101.5%
HAS vs SWK
+30.0%
+71.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.5% |
| 7D | 0.0% | +11.3% | -11.3% | -5.1% |
| 30D | +31.3% | +28.1% | +3.2% | +17.1% |
| 3M | +32.1% | +12.6% | +19.5% | +24.5% |
| 6M | +28.1% | +51.7% | -23.6% | +4.4% |
| YTD | +49.1% | +60.0% | -10.9% | +17.2% |
| 1Y | +60.5% | +72.7% | -12.1% | +21.4% |
| 3Y | +183.9% | +46.3% | +137.6% | +123.3% |
| 5Y | +51.2% | -24.6% | +75.8% | +55.9% |
| All | +101.5% | +30.0% | +71.5% | +52.8% |
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