+36.2%
HPQ vs SWK
-38.7%
+75.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +6.9% | -0.4% | +7.4% | +7.1% |
| 30D | +14.4% | -5.7% | +20.2% | +17.2% |
| 3M | +25.6% | +24.1% | +1.5% | +14.0% |
| 6M | +75.0% | +24.7% | +50.3% | +57.1% |
| YTD | +50.7% | +33.9% | +16.7% | +30.5% |
| 1Y | +18.7% | +34.7% | -16.0% | +1.9% |
| 3Y | +21.5% | +15.3% | +6.2% | +7.1% |
| All | +36.2% | -38.7% | +75.0% | +41.8% |
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