+17.8%
HPQ vs SWK
+46.0%
-28.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.2% |
| 7D | -1.1% | +11.0% | -12.1% | -5.3% |
| 30D | -11.7% | +30.1% | -41.8% | -20.5% |
| 3M | +2.0% | +14.7% | -12.7% | -3.7% |
| 6M | +35.9% | +44.5% | -8.6% | +16.0% |
| YTD | +32.7% | +59.4% | -26.7% | +7.2% |
| 1Y | +14.3% | +77.5% | -63.2% | -12.4% |
| 3Y | +17.8% | +49.5% | -31.6% | -6.6% |
| All | +17.8% | +46.0% | -28.1% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling