+151.0%
HOOD vs SWK
-27.5%
+178.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +13.1% | -11.1% | -4.5% |
| 7D | -4.4% | +17.9% | -22.3% | -12.5% |
| 30D | -23.4% | +31.9% | -55.3% | -34.0% |
| 3M | -6.5% | +16.6% | -23.1% | -14.1% |
| 6M | +14.2% | +61.1% | -46.9% | -12.8% |
| YTD | -22.7% | +64.2% | -86.9% | -42.4% |
| 1Y | -36.1% | +85.2% | -121.3% | -55.5% |
| 3Y | +802.1% | +50.2% | +751.9% | +559.0% |
| 5Y | +135.8% | -22.8% | +158.6% | +111.6% |
| All | +151.0% | -27.5% | +178.6% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling