+63.6%
HDB vs SWK
+26.9%
+36.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | +12.7% | +11.3% | +1.4% | +9.2% |
| 30D | +16.6% | +31.5% | -14.9% | +7.7% |
| 3M | +10.8% | +14.4% | -3.6% | +6.3% |
| 6M | +3.8% | +46.4% | -42.6% | -7.4% |
| YTD | -28.9% | +61.6% | -90.5% | -38.8% |
| 1Y | -28.0% | +78.7% | -106.7% | -39.9% |
| 3Y | -7.2% | +54.4% | -61.6% | -23.0% |
| 5Y | -22.2% | -25.3% | +3.1% | -18.9% |
| 10Y | +63.6% | +22.4% | +41.2% | +23.1% |
| All | +63.6% | +26.9% | +36.7% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling