+58.1%
HDB vs SWK
+29.6%
+28.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | +13.3% | +11.0% | +2.3% | +9.9% |
| 30D | +13.6% | +30.1% | -16.5% | +5.2% |
| 3M | +5.8% | +14.7% | -8.9% | +1.4% |
| 6M | -1.9% | +44.5% | -46.4% | -12.1% |
| YTD | -31.2% | +59.4% | -90.6% | -40.5% |
| 1Y | -29.6% | +77.5% | -107.1% | -41.1% |
| 3Y | -10.1% | +49.5% | -59.6% | -24.6% |
| 5Y | -24.3% | -24.9% | +0.6% | -21.4% |
| All | +58.1% | +29.6% | +28.6% | +19.6% |
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