+365.4%
HPE vs SWK
+32.9%
+332.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +4.8% |
| 7D | -7.1% | +10.7% | -17.8% | -12.2% |
| 30D | -35.3% | +33.3% | -68.6% | -44.4% |
| 3M | -10.4% | +14.7% | -25.1% | -17.4% |
| 6M | +52.5% | +48.5% | +4.0% | +22.8% |
| YTD | +100.3% | +63.9% | +36.4% | +52.4% |
| 1Y | +106.4% | +80.4% | +26.0% | +49.4% |
| 3Y | +227.4% | +58.1% | +169.3% | +138.5% |
| 5Y | +250.6% | -24.5% | +275.1% | +263.6% |
| 10Y | +365.4% | +29.5% | +335.9% | +254.6% |
| All | +365.4% | +32.9% | +332.5% | +254.6% |
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