+137.6%
HST vs SWK
+29.6%
+108.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -2.7% | +11.0% | -13.7% | -7.7% |
| 30D | +10.7% | +30.1% | -19.4% | -2.6% |
| 3M | +6.3% | +14.7% | -8.4% | -1.1% |
| 6M | +19.0% | +44.5% | -25.5% | -1.5% |
| YTD | +47.0% | +59.4% | -12.3% | +14.9% |
| 1Y | +53.4% | +77.5% | -24.1% | +13.5% |
| 3Y | +78.0% | +49.5% | +28.5% | +36.4% |
| 5Y | +71.7% | -24.9% | +96.6% | +78.6% |
| All | +137.6% | +29.6% | +108.0% | +99.6% |
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