+113.0%
HOOD vs SWK
-25.5%
+138.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -4.8% | +11.0% | -15.8% | -10.2% |
| 30D | -26.1% | +30.1% | -56.2% | -36.0% |
| 3M | -10.8% | +14.7% | -25.5% | -17.5% |
| 6M | +2.4% | +44.5% | -42.1% | -17.5% |
| YTD | -28.5% | +59.4% | -87.8% | -46.3% |
| 1Y | -36.3% | +77.5% | -113.9% | -55.2% |
| 3Y | +743.7% | +49.5% | +694.2% | +510.1% |
| All | +113.0% | -25.5% | +138.5% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling