+13.1%
HPQ vs SWK
-30.7%
+43.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +3.2% | -1.4% | +4.5% | +3.7% |
| 30D | -3.6% | +25.5% | -29.1% | -12.4% |
| 3M | -5.3% | +11.8% | -17.1% | -9.9% |
| 6M | +41.1% | +48.7% | -7.6% | +18.3% |
| YTD | +36.9% | +57.2% | -20.3% | +10.5% |
| 1Y | +23.5% | +75.3% | -51.7% | -5.2% |
| 3Y | +19.6% | +51.9% | -32.4% | -6.4% |
| All | +13.1% | -30.7% | +43.7% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling