+676.7%
HLT vs SWKS
+49.5%
+627.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.9% |
| 7D | +0.8% | +10.9% | -10.0% | -2.1% |
| 30D | +13.1% | +17.6% | -4.5% | +8.0% |
| 3M | +15.6% | +29.2% | -13.6% | +5.9% |
| 6M | +19.0% | +37.0% | -18.0% | +5.2% |
| YTD | +29.9% | +44.9% | -15.0% | +11.3% |
| 1Y | +35.9% | +33.8% | +2.1% | +19.2% |
| 3Y | +132.1% | +10.2% | +121.9% | +102.7% |
| 5Y | +163.4% | -37.0% | +200.4% | +172.6% |
| All | +676.7% | +49.5% | +627.2% | +499.2% |
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