+29.5%
SWK vs PHM
+746.3%
-716.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.3% | +1.3% |
| 7D | +10.7% | +3.5% | +7.2% | +8.6% |
| 30D | +33.3% | +21.2% | +12.1% | +18.7% |
| 3M | +14.7% | +2.5% | +12.2% | +12.8% |
| 6M | +48.5% | +16.1% | +32.4% | +35.5% |
| YTD | +63.9% | +16.6% | +47.3% | +49.0% |
| 1Y | +80.4% | +14.4% | +66.0% | +65.9% |
| 3Y | +58.1% | +71.9% | -13.8% | +14.3% |
| 5Y | -24.5% | +174.3% | -198.8% | -59.5% |
| 10Y | +29.5% | +744.0% | -714.5% | -61.9% |
| All | +29.5% | +746.3% | -716.9% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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