+257.9%
HD vs SWKS
+37.5%
+220.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | +3.6% | -2.7% | +6.3% | +4.3% |
| 30D | +21.6% | +8.5% | +13.1% | +18.8% |
| 3M | +0.1% | +17.3% | -17.2% | -5.4% |
| 6M | +13.0% | +25.1% | -12.1% | +3.1% |
| YTD | +4.9% | +33.3% | -28.4% | -7.2% |
| 1Y | -2.1% | +22.9% | -25.0% | -11.3% |
| 3Y | +32.6% | +5.5% | +27.1% | +18.3% |
| 5Y | +8.2% | -41.9% | +50.1% | +14.4% |
| 10Y | +257.9% | +32.4% | +225.5% | +173.7% |
| All | +257.9% | +37.5% | +220.4% | +173.7% |
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