+99.0%
HLT vs SWKS
-15.7%
+114.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.4% |
| 7D | -2.4% | +11.8% | -14.2% | -4.1% |
| 30D | -4.1% | +6.7% | -10.8% | -5.1% |
| 3M | -10.6% | 0.0% | -10.6% | -10.9% |
| 6M | +2.0% | +38.7% | -36.7% | -5.3% |
| YTD | +6.1% | +21.4% | -15.2% | +0.7% |
| 1Y | +9.8% | +2.9% | +6.9% | +7.0% |
| 3Y | +99.0% | -16.4% | +115.4% | +90.7% |
| All | +99.0% | -15.7% | +114.7% | +90.7% |
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