-25.3%
SWK vs HRB
+145.8%
-171.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.9% | +0.4% |
| 7D | +11.0% | +2.7% | +8.3% | +10.6% |
| 30D | +30.1% | +22.1% | +8.0% | +25.5% |
| 3M | +14.7% | +15.7% | -1.1% | +11.2% |
| 6M | +44.5% | +83.3% | -38.8% | +26.2% |
| YTD | +59.4% | +25.0% | +34.4% | +53.0% |
| 1Y | +77.5% | +6.9% | +70.6% | +78.0% |
| 3Y | +49.5% | +39.0% | +10.4% | +34.0% |
| All | -25.3% | +145.8% | -171.1% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling