+254.2%
HD vs SWK
+29.6%
+224.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | +4.3% | +11.0% | -6.7% | -0.3% |
| 30D | +20.2% | +30.1% | -9.9% | +7.4% |
| 3M | -1.0% | +14.7% | -15.7% | -6.8% |
| 6M | +7.9% | +44.5% | -36.6% | -8.1% |
| YTD | +2.0% | +59.4% | -57.4% | -17.2% |
| 1Y | -4.3% | +77.5% | -81.8% | -25.9% |
| 3Y | +25.9% | +49.5% | -23.5% | +0.1% |
| 5Y | +5.8% | -24.9% | +30.7% | +9.6% |
| All | +254.2% | +29.6% | +224.6% | +173.8% |
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