+49.5%
SWK vs HUBB
+58.1%
-8.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.8% |
| 7D | +11.0% | +1.7% | +9.4% | +9.5% |
| 30D | +30.1% | -9.7% | +39.7% | +37.1% |
| 3M | +14.7% | -15.2% | +29.8% | +25.3% |
| 6M | +44.5% | -14.0% | +58.5% | +55.8% |
| YTD | +59.4% | -2.4% | +61.8% | +56.7% |
| 1Y | +77.5% | -5.8% | +83.3% | +78.4% |
| 3Y | +49.5% | +60.4% | -10.9% | +2.1% |
| All | +49.5% | +58.1% | -8.6% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling