+13.4%
HL vs SWKS
+9,235.4%
-9,222.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.9% |
| 7D | +8.9% | -6.2% | +15.1% | +9.5% |
| 30D | -10.1% | -1.5% | -8.6% | -10.0% |
| 3M | -7.0% | +23.0% | -30.0% | -9.0% |
| 6M | -18.8% | +27.6% | -46.4% | -20.8% |
| YTD | -23.1% | +32.3% | -55.5% | -25.5% |
| 1Y | +8.9% | +20.1% | -11.2% | +6.4% |
| 3Y | +255.0% | +0.6% | +254.4% | +249.5% |
| 5Y | +151.5% | -42.3% | +193.8% | +157.7% |
| 10Y | +138.4% | +35.9% | +102.4% | +130.2% |
| All | +13.4% | +9,235.4% | -9,222.0% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling