+254.2%
HD vs SWKS
+33.1%
+221.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.1% | -2.2% |
| 7D | +4.3% | -6.2% | +10.5% | +6.0% |
| 30D | +20.2% | -1.5% | +21.7% | +20.4% |
| 3M | -1.0% | +23.0% | -24.0% | -7.7% |
| 6M | +7.9% | +27.6% | -19.7% | -2.1% |
| YTD | +2.0% | +32.3% | -30.3% | -9.6% |
| 1Y | -4.3% | +20.1% | -24.4% | -12.8% |
| 3Y | +25.9% | +0.6% | +25.3% | +14.2% |
| 5Y | +5.8% | -42.3% | +48.1% | +12.1% |
| All | +254.2% | +33.1% | +221.1% | +171.4% |
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