+157.1%
HPQ vs SWK
+21.9%
+135.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | -3.2% | -2.3% | -1.0% | -2.2% |
| 30D | -3.0% | +30.4% | -33.5% | -15.2% |
| 3M | +0.6% | +12.1% | -11.6% | -5.5% |
| 6M | +36.6% | +49.1% | -12.5% | +10.1% |
| YTD | +35.0% | +60.4% | -25.4% | +3.1% |
| 1Y | +23.1% | +78.3% | -55.2% | -11.3% |
| 3Y | +18.6% | +53.3% | -34.7% | -12.1% |
| 5Y | +10.3% | -27.0% | +37.3% | +17.4% |
| 10Y | +157.1% | +20.8% | +136.2% | +93.2% |
| All | +157.1% | +21.9% | +135.2% | +93.2% |
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