+162.8%
HLT vs SWKS
-41.6%
+204.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +4.4% | -3.1% | +7.5% | +5.1% |
| 30D | +16.3% | +8.3% | +8.0% | +14.1% |
| 3M | +22.2% | +20.2% | +1.9% | +15.3% |
| 6M | +20.0% | +24.9% | -4.9% | +10.1% |
| YTD | +32.4% | +33.2% | -0.8% | +17.7% |
| 1Y | +38.6% | +23.6% | +15.0% | +25.9% |
| 3Y | +136.4% | +1.3% | +135.2% | +110.2% |
| 5Y | +162.8% | -40.6% | +203.4% | +185.8% |
| All | +162.8% | -41.6% | +204.4% | +185.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling