+340.5%
HPE vs SWK
+29.6%
+310.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | -18.7% | +11.0% | -29.8% | -23.4% |
| 30D | -37.9% | +30.1% | -68.0% | -46.0% |
| 3M | -14.4% | +14.7% | -29.1% | -21.2% |
| 6M | +48.2% | +44.5% | +3.7% | +20.9% |
| YTD | +88.6% | +59.4% | +29.2% | +45.4% |
| 1Y | +94.8% | +77.5% | +17.2% | +42.0% |
| 3Y | +202.7% | +49.5% | +153.2% | +126.8% |
| 5Y | +231.6% | -24.9% | +256.5% | +243.7% |
| All | +340.5% | +29.6% | +310.9% | +241.4% |
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 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