+370.3%
HPE vs SWK
+18.1%
+352.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +7.9% | -1.4% | +9.2% | +8.6% |
| 30D | -23.5% | +25.5% | -48.9% | -32.3% |
| 3M | -19.1% | +11.8% | -30.9% | -24.5% |
| 6M | +51.4% | +48.7% | +2.7% | +21.6% |
| YTD | +103.4% | +57.2% | +46.3% | +57.7% |
| 1Y | +114.4% | +75.3% | +39.1% | +57.0% |
| 3Y | +224.7% | +51.9% | +172.7% | +140.7% |
| 5Y | +277.8% | -30.7% | +308.5% | +311.2% |
| All | +370.3% | +18.1% | +352.2% | +251.1% |
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