+72.7%
SWK vs PHM
+5.7%
+67.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -0.7% |
| 7D | -2.0% | -6.1% | +4.2% | +3.0% |
| 30D | +24.6% | +13.7% | +10.9% | +13.0% |
| 3M | +10.8% | -1.5% | +12.3% | +12.0% |
| 6M | +46.1% | +11.3% | +34.8% | +33.8% |
| YTD | +56.8% | +8.9% | +47.9% | +44.9% |
| 1Y | +72.7% | +6.1% | +66.6% | +63.3% |
| All | +72.7% | +5.7% | +67.0% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling