+34,486.1%
HD vs SWKS
+9,318.3%
+25,167.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.9% | +9.4% | +6.9% |
| 7D | +11.9% | -4.9% | +16.9% | +12.5% |
| 30D | +26.4% | -1.2% | +27.6% | +26.5% |
| 3M | +2.8% | +24.2% | -21.3% | -0.3% |
| 6M | +15.5% | +21.5% | -6.0% | +11.5% |
| YTD | +5.5% | +33.5% | -28.0% | +0.5% |
| 1Y | -4.6% | +18.9% | -23.5% | -8.0% |
| 3Y | +29.9% | +0.4% | +29.5% | +25.6% |
| 5Y | +8.4% | -44.3% | +52.7% | +11.2% |
| 10Y | +275.2% | +37.1% | +238.0% | +243.6% |
| All | +34,486.1% | +9,318.3% | +25,167.8% | +17,537.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling