-0.7%
HYG vs SWKS
+30.6%
-31.4%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.5% |
| 7D | -0.4% | +10.9% | -11.2% | -0.5% |
| 30D | +0.4% | +17.6% | -17.2% | +0.2% |
| 3M | -1.8% | +29.2% | -31.0% | -2.3% |
| 6M | -0.7% | +37.0% | -37.7% | -1.4% |
| All | -0.7% | +30.6% | -31.4% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling