+372.4%
HPE vs SWK
+26.9%
+345.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | -9.7% | +11.3% | -21.0% | -14.9% |
| 30D | -34.8% | +31.5% | -66.2% | -43.6% |
| 3M | -12.1% | +14.4% | -26.6% | -18.9% |
| 6M | +53.7% | +46.4% | +7.3% | +24.5% |
| YTD | +101.9% | +61.6% | +40.3% | +54.6% |
| 1Y | +104.3% | +78.7% | +25.6% | +48.4% |
| 3Y | +223.1% | +54.4% | +168.7% | +138.0% |
| 5Y | +249.2% | -25.3% | +274.5% | +263.9% |
| 10Y | +372.4% | +22.4% | +350.0% | +255.6% |
| All | +372.4% | +26.9% | +345.6% | +255.6% |
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