+10.8%
HD vs SWKS
-53.5%
+64.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.2% |
| 7D | -2.1% | +12.5% | -14.6% | -4.6% |
| 30D | -8.4% | +10.5% | -18.9% | -10.5% |
| 3M | +4.3% | -7.4% | +11.7% | +5.4% |
| 6M | -11.1% | +32.7% | -43.8% | -18.6% |
| YTD | -4.7% | +19.2% | -23.8% | -10.7% |
| 1Y | -19.8% | +2.4% | -22.2% | -22.4% |
| 3Y | +4.1% | -25.6% | +29.7% | +5.7% |
| All | +10.8% | -53.5% | +64.3% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling