+328.3%
HUBS vs SWK
-0.7%
+328.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.1% |
| 7D | -6.2% | -4.6% | -1.7% | -4.1% |
| 30D | +6.6% | -9.9% | +16.5% | +12.1% |
| 3M | +16.4% | +15.4% | +1.0% | +7.7% |
| 6M | -19.7% | +25.0% | -44.7% | -30.2% |
| YTD | -42.6% | +27.2% | -69.9% | -51.1% |
| 1Y | -54.2% | +24.6% | -78.8% | -60.8% |
| 3Y | -57.1% | +13.7% | -70.8% | -64.0% |
| 5Y | -66.2% | -41.5% | -24.7% | -60.0% |
| 10Y | +328.3% | +0.7% | +327.6% | +205.8% |
| All | +328.3% | -0.7% | +328.9% | +205.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling