-32.9%
HDB vs SWK
+87.6%
-120.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +13.1% | -7.6% | +2.2% |
| 7D | +12.9% | +17.9% | -5.0% | +8.2% |
| 30D | +10.0% | +31.9% | -21.9% | +2.7% |
| 3M | +1.8% | +16.6% | -14.7% | -2.3% |
| 6M | -2.1% | +61.1% | -63.2% | -12.5% |
| YTD | -33.4% | +64.2% | -97.6% | -40.4% |
| 1Y | -32.9% | +85.2% | -118.1% | -39.4% |
| All | -32.9% | +87.6% | -120.5% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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