+150.1%
HYG vs SWKS
+1,720.9%
-1,570.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.7% | -0.3% |
| 7D | -0.2% | +5.7% | -5.9% | -0.7% |
| 30D | +0.6% | +17.3% | -16.7% | -0.9% |
| 3M | -1.2% | +28.3% | -29.5% | -3.8% |
| 6M | -0.4% | +26.1% | -26.4% | -3.3% |
| YTD | +0.8% | +41.1% | -40.3% | -3.5% |
| 1Y | +1.7% | +31.4% | -29.7% | -2.1% |
| 3Y | +24.7% | +7.3% | +17.4% | +20.1% |
| 5Y | +18.4% | -37.7% | +56.1% | +18.8% |
| 10Y | +57.6% | +46.0% | +11.6% | +42.0% |
| All | +150.1% | +1,720.9% | -1,570.8% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling