+646.9%
HLT vs SWKS
+239.6%
+407.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -2.0% |
| 7D | -3.3% | +12.5% | -15.8% | -6.6% |
| 30D | -4.1% | +10.5% | -14.6% | -7.0% |
| 3M | -7.9% | -7.4% | -0.5% | -6.9% |
| 6M | +2.2% | +32.7% | -30.5% | -8.5% |
| YTD | +8.5% | +19.2% | -10.7% | -0.1% |
| 1Y | +12.1% | +2.4% | +9.7% | +7.2% |
| 3Y | +107.6% | -25.6% | +133.2% | +108.2% |
| 5Y | +156.4% | -53.4% | +209.8% | +191.0% |
| 10Y | +566.3% | +23.2% | +543.1% | +426.5% |
| All | +646.9% | +239.6% | +407.3% | +391.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling