+3.4%
SWK vs HRB
+240.7%
-237.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +2.1% |
| 7D | -0.4% | -5.7% | +5.2% | +1.3% |
| 30D | -5.7% | +7.9% | -13.6% | -8.5% |
| 3M | +24.1% | +32.1% | -8.1% | +12.1% |
| 6M | +24.7% | +62.2% | -37.5% | +3.2% |
| YTD | +33.9% | +16.4% | +17.5% | +23.9% |
| 1Y | +34.7% | -0.3% | +35.0% | +31.3% |
| 3Y | +15.3% | +36.0% | -20.8% | -3.0% |
| 5Y | -39.3% | +125.2% | -164.5% | -59.3% |
| All | +3.4% | +240.7% | -237.2% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling