+37.3%
HDB vs SWK
+2.4%
+34.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +0.4% | -0.4% | +0.9% | +0.5% |
| 30D | -2.8% | -5.7% | +2.9% | -1.3% |
| 3M | -3.5% | +24.1% | -27.6% | -9.6% |
| 6M | -24.7% | +24.7% | -49.4% | -29.8% |
| YTD | -36.6% | +33.9% | -70.5% | -42.2% |
| 1Y | -34.4% | +34.7% | -69.1% | -40.7% |
| 3Y | -24.4% | +15.3% | -39.7% | -31.5% |
| 5Y | -35.4% | -39.3% | +3.9% | -28.3% |
| All | +37.3% | +2.4% | +34.9% | +11.9% |
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