-16.8%
HPE vs SWK
+14.2%
-31.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.6% | -9.3% | -12.6% |
| 7D | -25.0% | +11.3% | -36.2% | -21.2% |
| 30D | -37.3% | +28.1% | -65.4% | -32.6% |
| 3M | -16.8% | +12.6% | -29.4% | -8.6% |
| All | -16.8% | +14.2% | -31.0% | -8.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling