-27.0%
SWK vs HRB
+141.1%
-168.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.3% | -8.1% | +5.8% | -0.8% |
| 30D | +30.4% | +15.0% | +15.4% | +27.2% |
| 3M | +12.1% | +10.2% | +1.9% | +9.7% |
| 6M | +49.1% | +44.2% | +4.8% | +37.8% |
| YTD | +60.4% | +21.0% | +39.5% | +54.9% |
| 1Y | +78.3% | +12.0% | +66.3% | +75.8% |
| 3Y | +53.3% | +24.9% | +28.4% | +41.7% |
| 5Y | -27.0% | +144.6% | -171.6% | -42.9% |
| All | -27.0% | +141.1% | -168.0% | -42.9% |
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