+122.6%
HST vs SWK
+17.8%
+104.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | 0.0% |
| 7D | +3.6% | -2.0% | +5.6% | +4.5% |
| 30D | +9.9% | +24.6% | -14.7% | -1.4% |
| 3M | +12.9% | +10.8% | +2.1% | +6.8% |
| 6M | +22.9% | +46.1% | -23.2% | +1.0% |
| YTD | +52.4% | +56.8% | -4.4% | +19.8% |
| 1Y | +52.5% | +72.7% | -20.2% | +14.1% |
| 3Y | +87.4% | +49.9% | +37.6% | +43.1% |
| 5Y | +82.9% | -30.9% | +113.8% | +99.1% |
| All | +122.6% | +17.8% | +104.7% | +76.5% |
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