+2,903.2%
HPQ vs SWKS
+8,307.4%
-5,404.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.6% |
| 7D | +6.9% | +12.5% | -5.6% | +4.6% |
| 30D | +14.4% | +10.5% | +4.0% | +12.3% |
| 3M | +25.6% | -7.4% | +33.0% | +26.9% |
| 6M | +75.0% | +32.7% | +42.4% | +64.4% |
| YTD | +50.7% | +19.2% | +31.5% | +44.2% |
| 1Y | +18.7% | +2.4% | +16.3% | +16.7% |
| 3Y | +21.5% | -25.6% | +47.1% | +24.7% |
| 5Y | +31.6% | -53.4% | +85.0% | +45.8% |
| 10Y | +216.1% | +23.2% | +192.9% | +193.3% |
| All | +2,903.2% | +8,307.4% | -5,404.2% | +1,338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling