-55.2%
HUBS vs SWK
+15.2%
-70.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +14.2% | -8.9% | +23.2% | +17.2% |
| 3M | +15.5% | +20.5% | -5.0% | +9.4% |
| 6M | -18.9% | +27.1% | -46.0% | -25.3% |
| YTD | -40.1% | +30.2% | -70.3% | -45.7% |
| 1Y | -51.8% | +24.8% | -76.5% | -55.8% |
| 3Y | -55.2% | +16.3% | -71.5% | -56.4% |
| All | -55.2% | +15.2% | -70.4% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling