-28.7%
HDB vs SWK
+77.5%
-106.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +6.9% | -2.3% | +9.2% | +7.6% |
| 30D | +15.2% | +30.4% | -15.2% | +7.6% |
| 3M | +11.7% | +12.1% | -0.4% | +8.1% |
| 6M | +7.5% | +49.1% | -41.6% | -3.0% |
| YTD | -28.8% | +60.4% | -89.2% | -36.4% |
| All | -28.7% | +77.5% | -106.1% | -36.4% |
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