+401.7%
HL vs SWKS
-25.5%
+427.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.7% |
| 7D | +1.5% | +12.5% | -11.0% | -2.4% |
| 30D | +25.1% | +10.5% | +14.6% | +21.0% |
| 3M | +22.9% | -7.4% | +30.3% | +25.4% |
| 6M | -4.9% | +32.7% | -37.6% | -14.3% |
| YTD | +7.8% | +19.2% | -11.3% | +0.4% |
| 1Y | +133.9% | +2.4% | +131.5% | +127.7% |
| All | +401.7% | -25.5% | +427.1% | +414.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling