+205.5%
HD vs SWKS
+23.7%
+181.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | 0.0% |
| 7D | -2.1% | +12.5% | -14.6% | -5.2% |
| 30D | -8.4% | +10.5% | -18.9% | -11.0% |
| 3M | +4.3% | -7.4% | +11.7% | +5.5% |
| 6M | -11.1% | +32.7% | -43.8% | -20.2% |
| YTD | -4.7% | +19.2% | -23.8% | -12.0% |
| 1Y | -19.8% | +2.4% | -22.2% | -23.1% |
| 3Y | +4.1% | -25.6% | +29.7% | +4.9% |
| 5Y | +10.3% | -53.4% | +63.7% | +26.0% |
| All | +205.5% | +23.7% | +181.8% | +133.4% |
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