+96.6%
HST vs SWK
+2.4%
+94.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -12.3% | -5.7% | -6.5% | -9.8% |
| 3M | -6.4% | +24.1% | -30.4% | -16.2% |
| 6M | +15.0% | +24.7% | -9.7% | +1.9% |
| YTD | +30.5% | +33.9% | -3.4% | +11.4% |
| 1Y | +35.7% | +34.7% | +1.0% | +14.4% |
| 3Y | +68.4% | +15.3% | +53.1% | +46.6% |
| 5Y | +73.1% | -39.3% | +112.4% | +100.0% |
| All | +96.6% | +2.4% | +94.2% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling