+3.7%
HYG vs SWKS
+4.5%
-0.8%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.2% |
| 7D | -0.2% | +6.8% | -7.0% | -0.3% |
| 30D | -0.1% | +11.3% | -11.4% | -0.3% |
| 3M | +0.7% | +4.1% | -3.4% | +0.5% |
| 6M | +1.5% | +39.7% | -38.1% | +0.4% |
| YTD | +1.9% | +23.2% | -21.3% | +1.1% |
| 1Y | +3.7% | +5.3% | -1.6% | +3.3% |
| All | +3.7% | +4.5% | -0.8% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling