+132.4%
HOOD vs SWK
-29.7%
+162.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -4.8% | +11.0% | -15.8% | -10.1% |
| 30D | -26.1% | +30.1% | -56.2% | -35.8% |
| 3M | -10.8% | +14.7% | -25.5% | -17.3% |
| 6M | +2.4% | +44.5% | -42.1% | -17.0% |
| YTD | -28.5% | +59.4% | -87.8% | -45.8% |
| 1Y | -36.3% | +77.5% | -113.9% | -54.7% |
| 3Y | +743.7% | +49.5% | +694.2% | +517.3% |
| 5Y | +118.6% | -24.9% | +143.5% | +99.4% |
| All | +132.4% | -29.7% | +162.0% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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