+677.4%
HLT vs SWKS
+49.3%
+628.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.7% | +9.4% | -8.7% | -1.8% |
| 30D | +13.7% | +17.0% | -3.2% | +8.8% |
| 3M | +16.3% | +28.9% | -12.6% | +6.6% |
| 6M | +19.9% | +33.1% | -13.2% | +7.0% |
| YTD | +30.1% | +44.8% | -14.7% | +11.4% |
| 1Y | +38.5% | +36.2% | +2.3% | +20.8% |
| 3Y | +131.0% | +11.5% | +119.6% | +100.9% |
| 5Y | +163.7% | -37.1% | +200.7% | +172.9% |
| All | +677.4% | +49.3% | +628.1% | +500.0% |
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