+165.5%
HPQ vs SWKS
+33.1%
+132.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.8% |
| 7D | -1.1% | -6.2% | +5.0% | +1.5% |
| 30D | -11.7% | -1.5% | -10.2% | -11.3% |
| 3M | +2.0% | +23.0% | -21.0% | -7.9% |
| 6M | +35.9% | +27.6% | +8.3% | +18.1% |
| YTD | +32.7% | +32.3% | +0.4% | +11.7% |
| 1Y | +14.3% | +20.1% | -5.8% | +0.5% |
| 3Y | +17.8% | +0.6% | +17.2% | +5.0% |
| 5Y | +7.6% | -42.3% | +49.9% | +19.6% |
| All | +165.5% | +33.1% | +132.4% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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