+15.5%
HD vs SWKS
+21.4%
-5.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.9% | +9.4% | +6.5% |
| 7D | +11.9% | -4.9% | +16.9% | +11.8% |
| 30D | +26.4% | -1.2% | +27.6% | +26.2% |
| 3M | +2.8% | +24.2% | -21.3% | +3.2% |
| 6M | +15.5% | +21.5% | -6.0% | +15.2% |
| All | +15.5% | +21.4% | -5.9% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling