+250.7%
HUBS vs SWK
+21.9%
+228.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | -6.4% | -2.3% | -4.1% | -5.2% |
| 30D | -9.2% | +30.4% | -39.6% | -20.7% |
| 3M | -8.0% | +12.1% | -20.1% | -13.7% |
| 6M | +6.0% | +49.1% | -43.0% | -14.4% |
| YTD | -49.4% | +60.4% | -109.9% | -61.8% |
| 1Y | -48.6% | +78.3% | -127.0% | -63.4% |
| 3Y | -52.7% | +53.3% | -106.0% | -66.0% |
| 5Y | -75.2% | -27.0% | -48.3% | -73.8% |
| 10Y | +250.7% | +20.8% | +229.9% | +138.0% |
| All | +250.7% | +21.9% | +228.8% | +138.0% |
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