+1,028.6%
HOOD vs SWK
+15.2%
+1,013.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | +17.1% | -0.4% | +17.6% | +17.3% |
| 30D | +31.6% | -5.7% | +37.3% | +35.1% |
| 3M | +38.2% | +24.1% | +14.2% | +23.8% |
| 6M | +48.5% | +24.7% | +23.8% | +31.9% |
| YTD | +8.0% | +33.9% | -26.0% | -8.0% |
| 1Y | +18.7% | +34.7% | -16.0% | +0.3% |
| All | +1,028.6% | +15.2% | +1,013.4% | +868.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling