-25.7%
HDB vs SWK
-25.4%
-0.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.0% |
| 7D | +13.3% | +11.3% | +2.0% | +10.9% |
| 30D | +10.2% | +28.1% | -17.9% | +5.0% |
| 3M | +3.6% | +12.6% | -9.0% | +1.0% |
| 6M | -0.5% | +51.7% | -52.2% | -8.3% |
| YTD | -32.4% | +60.0% | -92.4% | -38.6% |
| 1Y | -31.1% | +72.7% | -103.7% | -38.3% |
| 3Y | -12.6% | +46.3% | -58.9% | -21.5% |
| 5Y | -25.7% | -24.6% | -1.0% | -19.9% |
| All | -25.7% | -25.4% | -0.2% | -19.9% |
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 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