+137.7%
HST vs SWK
+30.0%
+107.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -4.5% |
| 7D | -4.2% | +11.3% | -15.4% | -9.2% |
| 30D | +9.6% | +28.1% | -18.5% | -2.9% |
| 3M | -1.1% | +12.6% | -13.7% | -7.1% |
| 6M | +21.1% | +51.7% | -30.6% | -2.1% |
| YTD | +47.1% | +60.0% | -12.9% | +14.7% |
| 1Y | +64.0% | +72.7% | -8.7% | +22.9% |
| 3Y | +77.1% | +46.3% | +30.8% | +37.1% |
| 5Y | +71.8% | -24.6% | +96.4% | +78.4% |
| All | +137.7% | +30.0% | +107.6% | +99.3% |
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