-91.5%
HTZ vs SWK
-43.5%
-47.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | +7.5% | -0.4% | +7.9% | +7.7% |
| 30D | +47.4% | -5.7% | +53.2% | +51.8% |
| 3M | -54.9% | +24.1% | -79.0% | -61.1% |
| 6M | -47.0% | +24.7% | -71.7% | -54.4% |
| YTD | -55.3% | +33.9% | -89.2% | -62.9% |
| 1Y | -57.6% | +34.7% | -92.3% | -65.1% |
| 3Y | -86.6% | +15.3% | -101.9% | -88.2% |
| 5Y | -86.1% | -39.3% | -46.8% | -84.1% |
| All | -91.5% | -43.5% | -47.9% | -89.7% |
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