+1,330.6%
HST vs SWK
+1,275.2%
+55.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -12.3% | -5.7% | -6.5% | -9.5% |
| 3M | -6.4% | +24.1% | -30.4% | -17.6% |
| 6M | +15.0% | +24.7% | -9.7% | +0.1% |
| YTD | +30.5% | +33.9% | -3.4% | +8.8% |
| 1Y | +35.7% | +34.7% | +1.0% | +11.4% |
| 3Y | +68.4% | +15.3% | +53.1% | +42.9% |
| 5Y | +73.1% | -39.3% | +112.4% | +98.7% |
| 10Y | +92.7% | +2.5% | +90.3% | +51.0% |
| All | +1,330.6% | +1,275.2% | +55.5% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling