+388.5%
HPE vs SWK
+17.8%
+370.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.9% |
| 7D | +13.6% | -2.0% | +15.5% | +14.7% |
| 30D | -27.1% | +24.6% | -51.7% | -35.3% |
| 3M | -14.5% | +10.8% | -25.3% | -19.9% |
| 6M | +66.9% | +46.1% | +20.9% | +35.3% |
| YTD | +111.3% | +56.8% | +54.5% | +64.0% |
| 1Y | +117.5% | +72.7% | +44.8% | +60.5% |
| 3Y | +238.1% | +49.9% | +188.2% | +152.4% |
| 5Y | +292.4% | -30.9% | +323.3% | +327.6% |
| All | +388.5% | +17.8% | +370.6% | +265.1% |
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