+3.4%
SWK vs HUBB
+423.4%
-420.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -0.4% | +0.5% | -1.0% | -0.9% |
| 30D | -5.7% | -10.0% | +4.3% | +1.8% |
| 3M | +24.1% | -4.8% | +28.8% | +27.6% |
| 6M | +24.7% | -5.6% | +30.3% | +28.0% |
| YTD | +33.9% | +4.7% | +29.3% | +26.6% |
| 1Y | +34.7% | +6.7% | +28.0% | +24.8% |
| 3Y | +15.3% | +45.8% | -30.5% | -19.9% |
| 5Y | -39.3% | +145.9% | -185.2% | -73.7% |
| All | +3.4% | +423.4% | -420.0% | -76.8% |
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