-23.5%
HDB vs SWK
-23.3%
-0.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.2% | +2.1% |
| 7D | +13.7% | +10.7% | +3.0% | +11.4% |
| 30D | +15.8% | +33.3% | -17.5% | +9.6% |
| 3M | +9.2% | +14.7% | -5.4% | +6.2% |
| 6M | +3.2% | +48.5% | -45.4% | -4.6% |
| YTD | -29.4% | +63.9% | -93.3% | -36.1% |
| 1Y | -27.9% | +80.4% | -108.3% | -36.0% |
| 3Y | -5.9% | +58.1% | -64.0% | -16.9% |
| 5Y | -23.5% | -24.5% | +1.0% | -17.3% |
| All | -23.5% | -23.3% | -0.2% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling