+100.8%
HBAN vs SWKS
+49.3%
+51.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.3% | +9.4% | -7.2% | -0.7% |
| 30D | +4.8% | +17.0% | -12.2% | -0.4% |
| 3M | -10.1% | +28.9% | -39.0% | -18.2% |
| 6M | +5.0% | +33.1% | -28.1% | -7.1% |
| YTD | -6.1% | +44.8% | -50.9% | -20.5% |
| 1Y | +4.6% | +36.2% | -31.6% | -9.6% |
| 3Y | +74.9% | +11.5% | +63.4% | +52.2% |
| 5Y | +21.4% | -37.1% | +58.5% | +26.2% |
| All | +100.8% | +49.3% | +51.5% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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