-4.3%
HL vs SWKS
+30.3%
-34.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.0% | -7.2% | -2.9% |
| 7D | -5.6% | +5.7% | -11.2% | -7.1% |
| 30D | -16.2% | +17.3% | -33.5% | -20.2% |
| 3M | -20.5% | +28.3% | -48.7% | -27.6% |
| 6M | -31.7% | +26.1% | -57.7% | -37.3% |
| YTD | -26.4% | +41.1% | -67.5% | -33.3% |
| 1Y | -4.3% | +31.4% | -35.7% | -6.8% |
| All | -4.3% | +30.3% | -34.6% | -6.8% |
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