+24.1%
SWK vs HUBB
+393.5%
-369.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +0.8% |
| 7D | +10.7% | +1.8% | +8.9% | +8.7% |
| 30D | +33.3% | -6.9% | +40.2% | +39.1% |
| 3M | +14.7% | -13.8% | +28.5% | +26.2% |
| 6M | +48.5% | -9.8% | +58.3% | +56.8% |
| YTD | +63.9% | +0.3% | +63.6% | +57.8% |
| 1Y | +80.4% | -3.3% | +83.8% | +78.4% |
| 3Y | +58.1% | +61.0% | -2.9% | +0.6% |
| 5Y | -24.5% | +128.5% | -153.0% | -65.8% |
| All | +24.1% | +393.5% | -369.3% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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