+440.9%
HPE vs SWK
+2.4%
+438.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.9% |
| 7D | -0.6% | -0.4% | -0.1% | -0.4% |
| 30D | -2.3% | -5.7% | +3.4% | +0.5% |
| 3M | -2.9% | +24.1% | -26.9% | -13.4% |
| 6M | +143.6% | +24.7% | +118.9% | +115.5% |
| YTD | +118.5% | +33.9% | +84.6% | +86.0% |
| 1Y | +129.2% | +34.7% | +94.5% | +93.2% |
| 3Y | +212.5% | +15.3% | +197.2% | +169.7% |
| 5Y | +286.9% | -39.3% | +326.2% | +351.9% |
| All | +440.9% | +2.4% | +438.5% | +351.1% |
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 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