+575.3%
HLT vs SWKS
+58.1%
+517.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.8% | -10.0% | -3.0% |
| 7D | -2.6% | +17.5% | -20.1% | -7.2% |
| 30D | -2.6% | +23.0% | -25.6% | -8.5% |
| 3M | -9.4% | +19.5% | -29.0% | -14.9% |
| 6M | +2.7% | +54.3% | -51.6% | -12.4% |
| YTD | +6.8% | +35.3% | -28.5% | -5.7% |
| 1Y | +12.4% | +17.9% | -5.5% | +2.8% |
| 3Y | +100.2% | -6.8% | +107.0% | +86.9% |
| 5Y | +143.7% | -45.4% | +189.2% | +165.7% |
| All | +575.3% | +58.1% | +517.3% | +422.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling