+514.5%
HPE vs SWK
+57.4%
+457.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.6% | -9.3% | -10.6% |
| 7D | -25.0% | +11.3% | -36.2% | -29.5% |
| 30D | -37.3% | +28.1% | -65.4% | -45.4% |
| 3M | -16.8% | +12.6% | -29.4% | -22.9% |
| 6M | +47.8% | +51.7% | -3.9% | +16.8% |
| YTD | +86.0% | +60.0% | +26.1% | +42.0% |
| 1Y | +89.6% | +72.7% | +16.9% | +38.8% |
| 3Y | +198.2% | +46.3% | +151.9% | +123.8% |
| 5Y | +227.1% | -24.6% | +251.7% | +238.9% |
| 10Y | +355.6% | +32.2% | +323.4% | +189.8% |
| All | +514.5% | +57.4% | +457.1% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling