+722.6%
HUBS vs SWK
+53.4%
+669.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.4% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | -1.0% | -5.7% | +4.7% | +2.1% |
| 3M | +12.4% | +24.1% | -11.7% | -0.4% |
| 6M | -11.1% | +24.7% | -35.8% | -23.2% |
| YTD | -38.3% | +33.9% | -72.2% | -49.3% |
| 1Y | -46.7% | +34.7% | -81.4% | -56.6% |
| 3Y | -55.1% | +15.3% | -70.4% | -62.8% |
| 5Y | -64.8% | -39.3% | -25.6% | -58.7% |
| 10Y | +334.3% | +2.5% | +331.8% | +199.6% |
| All | +722.6% | +53.4% | +669.2% | +231.0% |
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 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