+111.8%
HOOD vs SWK
-25.4%
+137.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.6% | -7.7% | -9.0% |
| 7D | -14.4% | +11.3% | -25.7% | -19.4% |
| 30D | -30.0% | +28.1% | -58.1% | -38.9% |
| 3M | -15.5% | +12.6% | -28.1% | -21.1% |
| 6M | +1.8% | +51.7% | -49.9% | -20.2% |
| YTD | -30.7% | +60.0% | -90.7% | -48.0% |
| 1Y | -45.0% | +72.7% | -117.7% | -60.6% |
| 3Y | +709.0% | +46.3% | +662.7% | +493.1% |
| 5Y | +111.8% | -24.6% | +136.4% | +100.2% |
| All | +111.8% | -25.4% | +137.2% | +100.2% |
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