-36.7%
SWK vs PHM
+145.9%
-182.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -0.4% | -3.2% | +2.7% | +1.8% |
| 30D | -5.7% | -6.4% | +0.7% | -1.5% |
| 3M | +24.1% | +5.5% | +18.6% | +19.5% |
| 6M | +24.7% | -5.4% | +30.2% | +29.3% |
| YTD | +33.9% | +6.6% | +27.4% | +27.8% |
| 1Y | +34.7% | -8.8% | +43.5% | +42.5% |
| 3Y | +15.3% | +54.1% | -38.8% | -13.9% |
| All | -36.7% | +145.9% | -182.6% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling