+28.3%
HD vs SWK
+46.5%
-18.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.0% | -0.5% |
| 7D | +6.4% | +11.3% | -4.9% | +2.0% |
| 30D | +22.1% | +28.1% | -6.0% | +10.9% |
| 3M | -0.2% | +12.6% | -12.8% | -4.9% |
| 6M | +12.6% | +51.7% | -39.1% | -4.0% |
| YTD | +3.9% | +60.0% | -56.1% | -13.6% |
| 1Y | -3.7% | +72.7% | -76.4% | -22.2% |
| All | +28.3% | +46.5% | -18.2% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling