+1,501.0%
SWK vs HRB
+3,777.3%
-2,276.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | +11.3% | +10.7% | +0.5% | +8.0% |
| 30D | +28.1% | +29.0% | -0.9% | +18.7% |
| 3M | +12.6% | +21.0% | -8.4% | +5.5% |
| 6M | +51.7% | +86.9% | -35.2% | +22.3% |
| YTD | +60.0% | +30.5% | +29.4% | +42.3% |
| 1Y | +72.7% | +13.6% | +59.1% | +60.1% |
| 3Y | +46.3% | +42.0% | +4.3% | +23.9% |
| 5Y | -24.6% | +157.2% | -181.9% | -48.2% |
| 10Y | +32.2% | +270.0% | -237.8% | -23.7% |
| All | +1,501.0% | +3,777.3% | -2,276.3% | +312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling