+67.5%
HST vs SWK
+15.2%
+52.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -12.3% | -5.7% | -6.5% | -10.2% |
| 3M | -6.4% | +24.1% | -30.4% | -14.9% |
| 6M | +15.0% | +24.7% | -9.7% | +3.8% |
| YTD | +30.5% | +33.9% | -3.4% | +14.0% |
| 1Y | +35.7% | +34.7% | +1.0% | +17.3% |
| All | +67.5% | +15.2% | +52.4% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling