+46.2%
HST vs SWK
+74.6%
-28.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -2.7% | +11.0% | -13.7% | -5.9% |
| 30D | +10.7% | +30.1% | -19.4% | +1.7% |
| 3M | +6.3% | +14.7% | -8.4% | +1.5% |
| 6M | +19.0% | +44.5% | -25.5% | +4.3% |
| YTD | +47.0% | +59.4% | -12.3% | +23.2% |
| All | +46.2% | +74.6% | -28.4% | +15.8% |
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