-23.8%
HDB vs SWK
+15.2%
-39.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +0.4% | -0.4% | +0.9% | +0.5% |
| 30D | -2.8% | -5.7% | +2.9% | -2.0% |
| 3M | -3.5% | +24.1% | -27.6% | -6.5% |
| 6M | -24.7% | +24.7% | -49.4% | -27.4% |
| YTD | -36.6% | +33.9% | -70.5% | -39.3% |
| 1Y | -34.4% | +34.7% | -69.1% | -37.3% |
| All | -23.8% | +15.2% | -39.0% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling