+55.1%
SWK vs HUBB
+59.4%
-4.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.5% |
| 7D | -2.3% | +1.2% | -3.5% | -3.0% |
| 30D | +30.4% | -6.4% | +36.9% | +34.7% |
| 3M | +12.1% | -14.4% | +26.5% | +22.1% |
| 6M | +49.1% | -9.0% | +58.0% | +55.3% |
| YTD | +60.4% | +0.7% | +59.7% | +54.9% |
| 1Y | +78.3% | -0.3% | +78.6% | +73.1% |
| All | +55.1% | +59.4% | -4.3% | +6.5% |
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