+621.7%
HPE vs SWK
+31.8%
+589.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.9% |
| 7D | -0.6% | -0.4% | -0.1% | -0.4% |
| 30D | -2.3% | -5.7% | +3.4% | +0.6% |
| 3M | -2.9% | +24.1% | -26.9% | -13.7% |
| 6M | +143.6% | +24.7% | +118.9% | +114.7% |
| YTD | +118.5% | +33.9% | +84.6% | +85.1% |
| 1Y | +129.2% | +34.7% | +94.5% | +92.2% |
| 3Y | +212.5% | +15.3% | +197.2% | +168.3% |
| 5Y | +286.9% | -39.3% | +326.2% | +354.3% |
| 10Y | +432.3% | +2.5% | +429.9% | +303.4% |
| All | +621.7% | +31.8% | +589.9% | +334.1% |
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 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