+51.2%
HAS vs SWK
-25.4%
+76.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.6% |
| 7D | 0.0% | +11.3% | -11.3% | -4.7% |
| 30D | +31.3% | +28.1% | +3.2% | +18.1% |
| 3M | +32.1% | +12.6% | +19.5% | +25.1% |
| 6M | +28.1% | +51.7% | -23.6% | +6.1% |
| YTD | +49.1% | +60.0% | -10.9% | +19.3% |
| 1Y | +60.5% | +72.7% | -12.1% | +23.9% |
| 3Y | +183.9% | +46.3% | +137.6% | +126.6% |
| 5Y | +51.2% | -24.6% | +75.8% | +52.1% |
| All | +51.2% | -25.4% | +76.7% | +52.1% |
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