-3.5%
HD vs SWKS
+33.5%
-37.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -0.9% |
| 7D | -0.5% | +10.9% | -11.3% | -0.8% |
| 30D | +18.5% | +17.6% | +0.9% | +17.8% |
| 3M | +2.2% | +29.2% | -27.1% | +0.8% |
| 6M | +13.8% | +37.0% | -23.1% | +10.8% |
| YTD | +3.4% | +44.9% | -41.5% | -1.9% |
| 1Y | -3.5% | +33.8% | -37.3% | -6.1% |
| All | -3.5% | +33.5% | -37.0% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling