+3,324.5%
HAS vs SWK
+1,275.2%
+2,049.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | +2.3% | -5.7% | +8.0% | +4.5% |
| 3M | +10.4% | +24.1% | -13.7% | +0.9% |
| 6M | -3.2% | +24.7% | -27.9% | -12.4% |
| YTD | +15.4% | +33.9% | -18.5% | +1.4% |
| 1Y | +18.8% | +34.7% | -15.9% | +3.6% |
| 3Y | +43.9% | +15.3% | +28.7% | +29.8% |
| 5Y | +13.9% | -39.3% | +53.2% | +26.7% |
| 10Y | +56.4% | +2.5% | +53.9% | +36.8% |
| All | +3,324.5% | +1,275.2% | +2,049.4% | +937.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling