-93.1%
HTZ vs SWK
-24.2%
-68.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +13.1% | -3.9% | +2.4% |
| 7D | +18.9% | +17.9% | +1.1% | +9.1% |
| 30D | +26.3% | +31.9% | -5.7% | +9.3% |
| 3M | +49.7% | +16.6% | +33.1% | +38.0% |
| 6M | -61.1% | +61.1% | -122.2% | -70.9% |
| YTD | -56.0% | +64.2% | -120.2% | -67.4% |
| 1Y | -66.4% | +85.2% | -151.6% | -76.6% |
| 3Y | -75.8% | +50.2% | -126.0% | -81.4% |
| 5Y | -93.1% | -22.8% | -70.3% | -92.4% |
| All | -93.1% | -24.2% | -68.9% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling