-64.7%
HUBS vs SWK
-38.5%
-26.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -1.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | +14.2% | -8.9% | +23.2% | +18.7% |
| 3M | +15.5% | +20.5% | -5.0% | +6.0% |
| 6M | -18.9% | +27.1% | -46.0% | -28.7% |
| YTD | -40.1% | +30.2% | -70.3% | -48.5% |
| 1Y | -51.8% | +24.8% | -76.5% | -57.8% |
| 3Y | -55.2% | +16.3% | -71.5% | -62.2% |
| 5Y | -64.7% | -40.1% | -24.6% | -58.3% |
| All | -64.7% | -38.5% | -26.2% | -58.3% |
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