+156.1%
HPQ vs SWK
+18.1%
+138.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +3.2% | -1.4% | +4.5% | +3.8% |
| 30D | -3.6% | +25.5% | -29.1% | -14.1% |
| 3M | -5.3% | +11.8% | -17.1% | -10.9% |
| 6M | +41.1% | +48.7% | -7.6% | +13.8% |
| YTD | +36.9% | +57.2% | -20.3% | +5.5% |
| 1Y | +23.5% | +75.3% | -51.7% | -10.2% |
| 3Y | +19.6% | +51.9% | -32.4% | -11.1% |
| 5Y | +11.4% | -30.7% | +42.2% | +22.1% |
| All | +156.1% | +18.1% | +138.0% | +87.6% |
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