+56.7%
HST vs SWK
+74.4%
-17.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +3.6% | -1.4% | +5.0% | +4.0% |
| 30D | +11.2% | +25.5% | -14.2% | +3.4% |
| 3M | +13.1% | +11.8% | +1.3% | +9.0% |
| 6M | +23.9% | +48.7% | -24.8% | +7.6% |
| YTD | +52.3% | +57.2% | -4.9% | +28.8% |
| 1Y | +56.7% | +75.3% | -18.6% | +25.9% |
| All | +56.7% | +74.4% | -17.7% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling