+2.7%
HL vs SWKS
+21.0%
-18.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.8% | +4.3% |
| 7D | +13.8% | -2.7% | +16.6% | +14.6% |
| 30D | -9.7% | +8.5% | -18.2% | -12.1% |
| 3M | -8.5% | +17.3% | -25.8% | -14.4% |
| 6M | -17.2% | +25.1% | -42.3% | -23.6% |
| YTD | -19.6% | +33.3% | -53.0% | -26.1% |
| All | +2.7% | +21.0% | -18.3% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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